Results 271 to 277 of about 10,202,946 (277)

Quantile Regression for VaR Estimation in Egyptian Inflation Rate: A Comparative Analysis with EWMA and t-GARCH

المجلة العلمية للدراسات والبحوث المالية والتجارية
openaire   +1 more source

A comparison of GARCH models for VaR estimation

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

創外固定の原理と応用　基礎から新しい臨床展開まで 骨折後変形治癒に対する適応と成績　T-Garches創外固定器を用いた下肢変形矯正骨切り術の治療成績

別冊整形外科, 2009
openaire   +1 more source

Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes

Bernoulli, 2004
Christian Francq, Jean-Michel Zakoïan
exaly  

Forecasting S&P-100 stock index volatility: The role of volatility asymmetry and distributional assumption in GARCH models

Expert Systems With Applications, 2010
Jui-Cheng Hung, Hung-Chun Liu
exaly  

Detecting parameter shift in garch models

Econometric Reviews, 1995
exaly  

All in the family Nesting symmetric and asymmetric GARCH models

Journal of Financial Economics, 1995
exaly