Results 161 to 170 of about 13,792,612 (176)

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  

Revisiting natural resources volatility via TGARCH and EGARCH

Resources Policy, 2022
Yunpeng Luan, Xiaoguang Yue
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  

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

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

Modeling and forecasting trading volume index: GARCH versus TGARCH approach

Quarterly Review of Economics and Finance, 2010
Sajid Anwar, Md Monimul Huq
exaly  

Restricted normal mixture QMLE for non-stationary TGARCH(1, 1) models

Science China Mathematics, 2014
Jiazhu Pan
exaly  

Rice Price Volatility of Expors Leaders in World Markets Using TGARCH Model

Atlantis highlights in computer sciences, 2023
exaly  

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

Emerging Markets Finance and Trade, 2019
Tingfeng Jiang
exaly  

The chaotic behavior among the oil prices, expectation of investors and stock returns: TAR-TR-GARCH copula and TAR-TR-TGARCH copula

Petroleum Science, 2018
Melike Bildirici
exaly  

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

Journal of Financial Risk Management, 2013
exaly