Results 241 to 250 of about 3,114 (262)

Predicting the volatility of the S&P-500 stock index via GARCH models: the role of asymmetries

International Journal of Forecasting, 2005
Valentina Corrádi
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  

BAYESIAN INFERENCE METHODS FOR UNIVARIATE AND MULTIVARIATE GARCH MODELS: A SURVEY

Journal of Economic Surveys, 2015
Audrone Virbickaite, Pedro Galeano
exaly  

Parameter change tests for ARMA–GARCH models

Computational Statistics and Data Analysis, 2018
Junmo Song, Jiwon Kang
exaly  

Can GARCH-class models capture long memory in WTI crude oil markets?

Economic Modelling, 2011
Yudong Wang, Chongfeng Wu
exaly  

GARCH Modeling

2009
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  

High-low range in GARCH models of stock return volatility

Applied Economics, 2016
Peter Molnár
exaly  

Volatility in crude oil futures: A comparison of the predictive ability of GARCH and implied volatility models

Energy Economics, 2009
Paolo Agnolucci
exaly  

GARCH Model

2016
openaire   +1 more source