Results 181 to 190 of about 1,114 (191)
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International evidence on crude oil price dynamics: Applications of ARIMA-GARCH models
Energy Economics, 2010Hassan Mohammadi
exaly
Marginalization and contemporaneous aggregation in multivariate GARCH processes
Journal of Econometrics, 1996Theo Nijman, Enrique Sentana
exaly
A comparison of GARCH models for VaR estimation
Expert Systems With Applications, 2012Mehmet Orhan, Bulent Koksal
exaly
Predicting the volatility of the S&P-500 stock index via GARCH models: the role of asymmetries
International Journal of Forecasting, 2005Valentina Corrádi
exaly
All in the family Nesting symmetric and asymmetric GARCH models
Journal of Financial Economics, 1995exaly
Gold price volatility: A forecasting approach using the Artificial Neural Network–GARCH model
Expert Systems With Applications, 2015Werner Kristjanpoller +1 more
exaly