Detail Comparison of GARCH and GARCHX Models
GARCH model with cross sectional volatility; GARCHX models
35
garchx: Flexible and Robust GARCH-X Modelling
16
Comparison of option pricing between ARMA-GARCH and GARCH-M models
78
Volatility estimation for Bitcoin: A comparison of GARCH models
8
Comparison of GARCH Models based on Different Distributions
7
A Forecast Comparison of Financial Volatility Models: GARCH (1,1) is not Enough
11
A comparison of volatility prediction between ARIMA-GARCH and VAR models
92
Multivariate GARCH models
25
COMPARISON OF ASYMMETRIC GARCH MODELS ANALYSIS OF THE PIONEER AKCJI POLSKICH SUBFUND
9
Modelling and forecasting the volatility of JSE returns: a comparison of competing univariate GARCH models
55
Risk Forecasting of Karachi Stock Exchange: A Comparison of Classical and Bayesian GARCH Models
13
Bayesian semiparametric GARCH models
39
GARCH models without positivity constraints: Exponential or Log GARCH?
34
Forecasting Stock Return Volatility: A Comparison of GARCH, Implied Volatility, and Realized Volatility Models
37
Forecasting Swedish Stock Market Volatility and Value-at-Risk: A Comparison of EWMA and GARCH Models
46
Estimating Dhaka Stock Market Volatility: A Comparison between Standard and Asymmetric GARCH Models
8
The Comparison among ARIMA and hybrid ARIMA-GARCH Models in Forecasting the Exchange Rate of Iran
20
On the forecasting accuracy of multivariate GARCH models
38
Misspecification Testing in GARCH-MIDAS Models
35
On the statistical properties of multiplicative GARCH models
12