Results 291 to 300 of about 16,252 (305)

International evidence on crude oil price dynamics: Applications of ARIMA-GARCH models

Energy Economics, 2010
Hassan Mohammadi
exaly  

Asymmetry and leverage in GARCH models: a News Impact Curve perspective

Applied Economics, 2019
Massimiliano Caporin, Michele Costola
exaly  

Parameter change tests for ARMA–GARCH models

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

GARCH Modeling

2009
openaire   +1 more source

Robust estimates for GARCH models

Journal of Statistical Planning and Inference, 2008
Nora Muler, VÍCTOR J Yohai
exaly  

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  

GARCH Model

2016
openaire   +1 more source

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

Energy Economics, 2009
Paolo Agnolucci
exaly  

GARCH Models

2004
openaire   +1 more source

All in the family Nesting symmetric and asymmetric GARCH models

Journal of Financial Economics, 1995
exaly