Results 151 to 160 of about 1,408,945 (162)

Closing the GARCH gap: Continuous time GARCH modeling

Journal of Econometrics, 1996
Bas J M Werker, Feike C Drost
exaly  

Comprehensive evaluation of ARMA–GARCH(-M) approaches for modeling the mean and volatility of wind speed

Applied Energy, 2011
Ergin Erdem
exaly  

Improving GARCH volatility forecasts with regime-switching GARCH

Empirical Economics, 2002
Franc Klaassen
exaly  

Modelos Garch Asimétricos y Volumen de Negociación: Aplicación Para El Índice Ibex-35

Revista Espanola De Financiacion Y Contabilidad, 2004
exaly  

Volatilidad en contratos futuros de granos y oleaginosas a través de modelos econométricos garch y var: caso maíz y soja

2021
exaly  

Forecasting ability of GARCH vs Kalman filter method: evidence from daily UK time-varying beta

Journal of Forecasting, 2008
Taufiq Choudhry
exaly  

REIT volatility prediction for skew-GED distribution of the GARCH model

Expert Systems With Applications, 2010
Yen-Hsien Lee
exaly  

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

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

Additive outliers, GARCH and forecasting volatility

International Journal of Forecasting, 1999
Philip Hans Franses
exaly  

Estimação robusta de modelos GARCH e DCC com mudança de regime markoviano

2023
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