Results 281 to 290 of about 72,454 (299)

Augmented GARCH (p,q) process and its diffusion limit

Journal of Econometrics, 1997
Jin-Chuan Duan
exaly  

ITPA Garching

2019
Wahyu Setyawan, Henager, Charles H., Kurtz, Richard J., Nguyen, Ba Nghiep, Edwards, Danny J, Weilin Jiang, Kruska, Karen, Giridhar Nandipati, N. R. Overman   +8 more
openaire   +1 more source

GARCH Models

2015
David Ruppert, David S. Matteson
openaire   +1 more source

THE GARCH OPTION PRICING MODEL

Mathematical Finance, 1995
Jin-Chuan Duan
exaly  

Additive outliers, GARCH and forecasting volatility

International Journal of Forecasting, 1999
Philip Hans Franses
exaly  

GARCH Modeling

2009
openaire   +1 more source

All in the family Nesting symmetric and asymmetric GARCH models

Journal of Financial Economics, 1995
exaly  

Can economic policy uncertainty predict exchange rate volatility? New evidence from the GARCH-MIDAS model

Finance Research Letters, 2020
exaly  

Hedging emerging market stock prices with oil, gold, VIX, and bonds: A comparison between DCC, ADCC and GO-GARCH

Energy Economics, 2016
Syed Abul Basher, Perry Sadorsky
exaly  

Pixelanstalt, Garching

2019
openaire   +1 more source