Results 271 to 280 of about 13,808,600 (300)

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

Finance Research Letters, 2020
Zhongbao Zhou
exaly  

A Skew-in-Mean GARCH Model

2004
DE LUCA, GIOVANNI, LOPERFIDO N.
openaire   +3 more sources

Garch Model Test Using High-Frequency Data

Mathematics, 2020
Qiang Xiong, Chunliang Deng
exaly  

GARCH Models

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

GARCH Models

2010
Christian Francq, Jean‐Michel Zakoian
openaire   +1 more source

Persistence in Variance, Structural Change, and the GARCH Model

Journal of Business and Economic Statistics, 1990
William D Lastrapes
exaly  

The ZD-GARCH model: A new way to study heteroscedasticity

Journal of Econometrics, 2018
Ke Zhu, Ling Shiqing
exaly  

Forecasting the volatility of stock price index: A hybrid model integrating LSTM with multiple GARCH-type models

Expert Systems With Applications, 2018
Ha Young Kim
exaly  

REIT volatility prediction for skew-GED distribution of the GARCH model

Expert Systems With Applications, 2010
Yen-Hsien Lee
exaly  

A Multivariate Generalized Orthogonal Factor GARCH Model

Journal of Business and Economic Statistics, 2007
Markku Lanne, Pentti Saikkonen
exaly