Results 281 to 290 of about 16,252 (305)

Forecasting Volatility of Energy Commodities: Comparison of GARCH Models with Support Vector Regression

Energies, 2021
Marcin Fałdziński, Piotr Fiszeder, Witold Orzeszko   +2 more
exaly  

GARCH Models

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

Estimating yield spreads volatility using GARCH-type models

North American Journal of Economics and Finance, 2021
Jong-Min Kim, Hojin Jung
exaly  

Empirical investigation on modeling solar radiation series with ARMA–GARCH models

Energy Conversion and Management, 2015
Huaiwei Sun, Dong Yan, Jianzhong Zhou
exaly  

Portfolio optimization based on GARCH-EVT-Copula forecasting models

International Journal of Forecasting, 2018
Maziar Sahamkhadam, Andreas Stephan, Ralf Östermark   +2 more
exaly  

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

Journal of Economic Surveys, 2015
Audrone Virbickaite, M Concepción Ausin, Pedro Galeano   +2 more
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, Ting Yao, Ling-Yun He
exaly  

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

Economic Modelling, 2011
Yudong Wang, Chongfeng Wu
exaly  

GARCH Models

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

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