Results 81 to 90 of about 97 (92)

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  

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  

Improving GARCH volatility forecasts with regime-switching GARCH

Empirical Economics, 2002
Franc Klaassen, Klaassen Franc
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
Bulent Koksal, Mehmet Orhan
exaly  

Predicting the volatility of the S&P-500 stock index via GARCH models: the role of asymmetries

International Journal of Forecasting, 2005
Valentina Corrádi
exaly  

All in the family Nesting symmetric and asymmetric GARCH models

Journal of Financial Economics, 1995
exaly