Autoregressive conditional heteroskedasticity
Study About the Minimum Value at Risk of Stock Index Futures Hedging Applying Exponentially Weighted Moving Average - Generalized Autoregressive Conditional Heteroskedasticity Model
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Testing and modelling autoregressive conditional heteroskedasticity of streamflow processes
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FORECASTING GOLD PRICES IN SRI LANKA USING GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY APPROACH
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Estimation of Volatility and Correlation with Multivariate Generalized Autoregressive Conditional Heteroskedasticity Models: An Application to Moroccan Stock Markets
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Autoregressive Conditional Heteroskedasticity Models and the Dynamic Structure of the Athens Stock Exchange
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Autoregressive Conditional Heteroskedasticity (ARCH) Models: A Review
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Estimating value at risk for sukuk market using generalized autoregressive conditional heteroskedasticity models
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Functional generalized autoregressive conditional heteroskedasticity
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Support Vector Machine and Least Square Support Vector Machine Stock Forecasting Models
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A Note on the Oil Price Trend and GARCH Shocks
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Assessment of data-driven models in downscaling of the daily temperature in Birjand synoptic station
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Volatility estimation for Bitcoin: A comparison of GARCH models
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On the Performance of Garch Family Models in the Presence of Additive Outliers
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An Empirical Investigation of Arima and Garch Models in Agricultural Price Forecasting
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Does inflation has an Impact on Stock Returns and Volatility? Evidence from Nigeria and Ghana
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Conditional heteroskedasticity in crypto asset returns
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Structural VAR analysis of monetary transmission mechanism and central bank’s response to equity volatility shock in Taiwan
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Compare Value at Risk and Return of Assets Portfolio Stock, Gold, REIT, U.S. & Iran Market Indices
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Rolling sampled parameters of ARCH and Levy stable models
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Real Time Monitoring of Carbon Monoxide Using Value at Risk Measure and Control Charting
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