Results 91 to 100 of about 2,971 (265)
Jurnal Akuntansi dan Keuangan, 2011 Agricultural sector plays an important role in Indonesia‟s economy; especially for the plantation sub-sector contributing high revenues to Indonesia‟s exporting sectors.
Saarce Elsye Hatane
doaj
Contagion effect of cryptocurrency on the securities market: a study of Bitcoin volatility using diagonal BEKK and DCC GARCH models. [PDF]
SN Bus Econ, 2022 Sajeev KC, Afjal M.
europepmc +1 more source
MODELING ROMANIAN EXCHANGE RATE EVOLUTION WITH GARCH, TGARCH, GARCH- IN MEAN MODELS [PDF]
Annals of the University of Oradea: Economic Science, 2011 In this paper we analyze the return of exchange rate in order to test and analyze the best models which are capable of forecasting accurately there evolution. We apply the GARCH family models on the exchange rate return in order to obtain the best models
Cociuba Mihail Ioan, Trenca Ioan
doaj
, 1999 Research Report / Seminar für Statistik and Department of Mathematics, Eidgenössische Technische Hochschule (ETH ...
Bühlmann, Peter, McNeil, Alexander J.
openaire +2 more sources
M-ESTIMATION IN GARCH MODELS [PDF]
Econometric Theory, 2008 This paper derives asymptotic normality of a class ofM-estimators in the generalized autoregressive conditional heteroskedastic (GARCH) model. The class of estimators includes least absolute deviation and Huber's estimator in addition to the well-known quasi maximum likelihood estimator.
openaire +2 more sources
Angewandte Chemie International Edition, EarlyView.The bimetallic M14 cluster [Co3Ga2]H(μ2‐GaTMP)9 was achieved by a co‐reductive approach utilizing Mg and H2 to selectively deprotect and capture the Ga‐TMP metallo‐ligands, forming a Co/Ga alloyed cluster kernel, making it a structural representative of a related solid‐state counterpart.
Fabrizio E. Napoli +6 more
wiley +1 more source
Predicting volatility of cryptocurrencies: Deep learning and GARCH family models
Modern FinanceThis paper examines the application of econometric models, deep learning architectures, and hybrid combinations of both methods for volatility forecasting in cryptocurrency markets. Using daily data on 10 major cryptocurrencies from 2020–2025, this work
Abdul Moiz, Hassan Raza
doaj +1 more source
Quantifying the Impact of Relativistic Precession on Tidal Disruption Event Light Curves
Astronomische Nachrichten, EarlyView.ABSTRACT The tidal field of a black hole can turn a star into a gas stream whose orbit can precess, especially if the a black hole is rapidly spinning. In this work, we investigate the impact of precession on the light curves of tidal disruption events (TDE).
Diego Calderón +4 more
wiley +1 more source
Cogent Economics & Finance, 2016 This paper empirically compares the usefulness of information included in the volatility index (VIX) against several generalized autoregressive conditional heteroskedasticity (GARCH) models for predicting downside risk in the US stock market.
Chikashi Tsuji
doaj +1 more source
Chemistry – A European Journal, EarlyView.ABSTRACT The chemical system Li/Ti/P has previously been subject to intensive investigation. However, reliable structural data for the reported phases have remained elusive. Motivated by the growing interest in phosphorus‐based lithium‐ion conductors, we have reinvestigated the synthesis, crystal structure, and physical properties of Li8TiP4.
David Müller +6 more
wiley +1 more source