Results 281 to 290 of about 40,912 (303)
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REIT volatility prediction for skew-GED distribution of the GARCH model
Expert Systems With Applications, 2010Yen-Hsien Lee
exaly
International evidence on crude oil price dynamics: Applications of ARIMA-GARCH models
Energy Economics, 2010Hassan Mohammadi
exaly
Marginalization and contemporaneous aggregation in multivariate GARCH processes
Journal of Econometrics, 1996Theo Nijman, Enrique Sentana
exaly
A comparison of GARCH models for VaR estimation
Expert Systems With Applications, 2012Mehmet Orhan, Bulent Koksal
exaly
Predicting the volatility of the S&P-500 stock index via GARCH models: the role of asymmetries
International Journal of Forecasting, 2005Valentina Corrádi
exaly
A novel hybrid-Garch model based on ARIMA and SVM for PM2.5 concentrations forecasting
, 2017Ping Wang +3 more
semanticscholar +1 more source
All in the family Nesting symmetric and asymmetric GARCH models
Journal of Financial Economics, 1995exaly
Gold price volatility: A forecasting approach using the Artificial Neural Network–GARCH model
Expert Systems With Applications, 2015Werner Kristjanpoller +1 more
exaly