Results 81 to 90 of about 13,808,600 (300)

Determining the Best Arch/Garch Model and Comparing JKSE with Stock Index in Developed Countries

Journal the Winners, 2015
The slow movement of Indonesia economic growth in 2014 due to several factors, in internal factors; due to the high interest rates in Indonesia and external factors from the US which will raise the fed rate this year.
Kharisya Ayu Effendi
doaj   +1 more source

Investigation of Stray‐Light Patterns in the eROSITA X‐Ray Cameras

Astronomische Nachrichten, EarlyView.
ABSTRACT eROSITA (extended ROentgen Survey with an Imaging Telescope Array) is the soft X‐ray instrument aboard the Spectrum‐Roentgen‐Gamma (SRG) mission, developed under the responsibility of the Max Planck Institute for Extraterrestrial Physics (MPE).
Veronika Stieglitz, Peter Friedrich, Susanne Friedrich, Konrad Dennerl, Michael Freyberg   +4 more
wiley   +1 more source

Estimation of tail thickness parameters from GJR-GARCH models [PDF]

, 2009
We propose a method of estimating the Pareto tail thickness parameter of the unconditional distribution of a financial time series by exploiting the implications of a GJR-GARCH volatility model.
Iglesias, Emma M., Linton, Oliver, Iglesias Vázquez, Emma   +2 more
core   +1 more source

Threshold Network GARCH Model

Journal of Time Series Analysis
Generalized Autoregressive Conditional Heteroscedasticity (GARCH) model and its variations have been widely adopted in the study of financial volatilities, while the extension of GARCH‐type models to high‐dimensional data is always difficult because of over‐parameterization and computational complexity. In this article, we propose a multi‐variate GARCH‐
Pan, Yue, Pan, Jiazhu
openaire   +4 more sources

An Introduction to Univariate GARCH Models [PDF]

, 2009
This paper contains a survey of univariate models of conditional heteroskedasticity. The classical ARCH model is mentioned, and various extensions of the standard Generalized ARCH model are highlighted. This includes the Exponential GARCH model. Stochastic volatility models remain outside this review.
openaire   +2 more sources

Scalable Separation and Purification of M13‐Bacteriophage‐Derived Particles Containing Artificial Single‐Stranded DNA Produced by Escherichia coli

Biotechnology and Bioengineering, EarlyView.
ABSTRACT Single‐stranded DNA (ssDNA) solutions are promising innovations shaping the future of genetic research and medical therapies. In principle, biotechnological mass production of ssDNA can be achieved using Escherichia coli in a high‐cell density fed‐batch process by secreting phagemid particles derived from the filamentous M13 bacteriophages ...
Nathalie Hafner, Wiebke Winkler, Maximilian N. Honemann, Hendrik Dietz, Dirk Weuster‐Botz   +4 more
wiley   +1 more source

Do Commodity Prices and Energy Markets Drive Asymmetric Volatility in Biodiversity Finance?

Business Strategy and the Environment, EarlyView.
ABSTRACT This study examines symmetric and asymmetric volatility spillovers among biodiversity finance, commodity prices, and energy markets using daily data from 2019 to 2025. We apply the Diebold–Yilmaz time–domain connectedness model, Baruník–Křehlík frequency–domain decomposition, and an asymmetric spillover framework.
Ijaz Younis, Maqsood Ahmad, Himani Gupta, Kun Su, Waheed Ullah Shah   +4 more
wiley   +1 more source

Research on time series prediction method of gas data on fully mechanized mining face

Gong-kuang zidonghua, 2019
In view of problems of complex algorithm and short prediction step length of existing gas concentration prediction methods based on time series, a time series prediction method of gas data on fully mechanized mining face based on ARIMA+GARCH combination ...
ZHAO Meicheng, HE Anmin, QU Shijia
doaj   +1 more source

Exploring the Financial Perspective in Sustainability Strategies: The Case of the Tourism Industry

Business Strategy and the Environment, EarlyView.
ABSTRACT This study examines the relationship between sustainability and corporate financial performance in the tourism sector. To address the mixed and inconclusive evidence in prior research, we develop an integrated theoretical framework that combines stakeholder theory, the resource‐based view, legitimacy theory, and agency theory and distinguishes
Rebecca Levy Orelli, Pierpaolo Pattitoni, Barbara Petracci, Laura Vici   +3 more
wiley   +1 more source

An investigation into using news analytics data in GARCH type volatility models [PDF]

, 2012
This thesis was submitted for the degree of Master of Philosophy and awarded by Brunel University.In the work we study different dynamic volatility models.
Sidorov, Sergey P
core   +4 more sources