Results 121 to 130 of about 1,916 (133)

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

Journal of Forecasting, 2008
Taufiq Choudhry
exaly  

Improving GARCH volatility forecasts with regime-switching GARCH

Empirical Economics, 2002
Franc Klaassen
exaly  

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

Energy Economics, 2010
Hassan Mohammadi
exaly  

Marginalization and contemporaneous aggregation in multivariate GARCH processes

Journal of Econometrics, 1996
Enrique Sentana
exaly  

A comparison of GARCH models for VaR estimation

Expert Systems With Applications, 2012
Mehmet Orhan, Bulent Koksal
exaly  

All in the family Nesting symmetric and asymmetric GARCH models

Journal of Financial Economics, 1995
exaly  

Can economic policy uncertainty predict exchange rate volatility? New evidence from the GARCH-MIDAS model

Finance Research Letters, 2020
exaly  

GARCH processes: structure and estimation

Bernoulli, 2003
Piotr Kokoszka
exaly  

Gold price volatility: A forecasting approach using the Artificial Neural Network–GARCH model

Expert Systems With Applications, 2015
Marcel C Minutolo
exaly  

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

Applied Energy, 2011
exaly