Results 171 to 176 of about 13,792,612 (176)

Using TGARCH and ARMA-GARCH Models to Predict the Volatility in OPEC Oil prices

2022
exaly  

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

Quantitative Finance, 2015
exaly  

Statistical inferences for a type of TGARCH model

Communications in Statistics Part B: Simulation and Computation
Chunliang Deng, Xingfa Zhang
exaly  

An empirical study on the existence of bubble in Chinese stock market: Based on TGARCH model

2010
exaly  

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

International Economic Journal
Xubiao He, Meiyu Huang
exaly  

Value at risk for repo interest rate based on TGARCH

2008
exaly