Results 71 to 80 of about 239,377 (84)

REIT Volatility Prediction for Skew-GED Distribution of the GARCH Model

Expert Systems With Applications, 2010
Yen-Hsien Lee
exaly  

Can Economic Policy Uncertainty Predict Exchange Rate Volatility? New Evidence From the GARCH-MIDAS Model

Finance Research Letters, 2020
Zhongbao Zhou
exaly  

Maximum Likelihood Estimation of Pure GARCH and ARMA-GARCH Processes

Bernoulli, 2004
Jean-Michel Zakoïan, Christian Francq
exaly  

Empirical Investigation on Modeling Solar Radiation Series With ARMA–GARCH Models

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

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  

Additive Outliers, GARCH and Forecasting Volatility

International Journal of Forecasting, 1999
Philip Hans Franses
exaly  

A Comparison of GARCH Models for VaR Estimation

Expert Systems With Applications, 2012
Bülent Köksal, Mehmet Orhan
exaly  

Gold Price Volatility: A Forecasting Approach Using the Artificial Neural Network–GARCH Model

Expert Systems With Applications, 2015
Marcel C Minutolo, Werner Kristjanpoller
exaly  

Marginalization and Contemporaneous Aggregation in Multivariate GARCH Processes

Journal of Econometrics, 1996
Enrique Sentana, Theo Nijman
exaly