Results 151 to 160 of about 1,203 (162)

Robust Portfolio Optimization Based on Semi-Parametric ARMA-TGARCH-EVT Model with Mixed Copula Using WCVaR

Computational Economics, 2021
Xue Deng
exaly  

Using TGARCH-M to Model the Impact of Good News and Bad News on Covid-19 Related Stocks’ Volatilities

Journal of Financial Risk Management, 2022
exaly  

Stock index futures trading impact on spot price volatility. The CSI 300 studied with a TGARCH model

Expert Systems With Applications, 2020
M Ausloos, Gurjeet Dhesi
exaly  

I-TGARCH Models and Persistent Volatilities with Applications to Time Series in Korea

Communications for Statistical Applications and Methods, 2009
S Y Hwang
exaly  

Option Pricing for TGARCH-M with GED Based on Improved EEMD

Emerging Markets Finance and Trade, 2019
Tingfeng Jiang
exaly  

Risk-management criteria in the Latin-American stock markets: an assessment with a TGARCH model with a skewed normal distribution and autoregressive conditional asymmetry

International Journal of Computational Economics and Econometrics, 2015
Arturo Lorenzo-Valdés, Antonio Ruiz Porras   +1 more
exaly  

Application of a TGARCH-wavelet neural network to arbitrage trading in the metal futures market in China

Quantitative Finance, 2015
exaly  

Empirical Study on Overreaction and Underreaction in Chinese Stock Market Based on ANAR-TGARCH Model

Journal of Financial Risk Management, 2013
exaly  

التنبؤ بالمبيعات باستخدام نماذج TGARCH : دراسة حالة مبيعات الكهرباء الشهرية لزبائن التوتر المتوسط، الجزائر : مديرية توزيع الكهرباء والغاز بالمسيلة خلال الفترة 2006 - 2017

Rimāḥ Li-l-buḥūṯ Wa-al-dirāsāt, 2019
exaly   +2 more sources

Asymmetric Tail Risk Spillovers between Stock and Bitcoin Markets: A TGARCH-Based GCIR Approach

International Economic Journal
Xubiao He, Meiyu Huang
exaly