Results 231 to 240 of about 3,197 (255)

GARCH Models

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

GARCH Models

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

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  

Gold price volatility: A forecasting approach using the Artificial Neural Network–GARCH model

Expert Systems With Applications, 2015
Marcel C Minutolo, Werner Kristjanpoller
exaly  

Persistence in Variance, Structural Change, and the GARCH Model

Journal of Business and Economic Statistics, 1990
William Dean Lastrapes, Christopher G Lamoureux   +1 more
exaly  

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

Journal of Econometrics, 2018
Ke Zhu, Shiqing Ling
exaly  

Volatility forecasting of crude oil market: Can the regime switching GARCH model beat the single-regime GARCH models?

International Review of Economics and Finance, 2019
Yue-Jun Zhang, Ling-Yun He
exaly  

A Multivariate Generalized Orthogonal Factor GARCH Model

Journal of Business and Economic Statistics, 2007
Markku Lanne
exaly  

GARCH Model

2008
openaire   +1 more source

Testing for parameter constancy in GARCH() models

Statistics and Probability Letters, 2004
Piotr Kokoszka
exaly