generalized 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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FORECASTING GOLD PRICES IN SRI LANKA USING GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY APPROACH
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Functional generalized autoregressive conditional heteroskedasticity
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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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Assessment of dynamic linear and non-linear models on rainfall variations predicting of Iran
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An Empirical Investigation of Arima and Garch Models in Agricultural Price Forecasting
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A Note on the Oil Price Trend and GARCH Shocks
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On the Performance of Garch Family Models in the Presence of Additive Outliers
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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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Testing and modelling autoregressive conditional heteroskedasticity of streamflow processes
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Conditional heteroskedasticity in crypto asset returns
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Option Pricing Applications of Quadratic Volatility Models
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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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MEASURING INDEX VALUE-AT-RISK USING LAG OPTIMIZATION WITH STRESSED SCENARIOS
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Evaluating the Forecast Performance of Autoregressive Conditional Heteroscedasticity (ARCH) Family Models
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Support Vector Machine and Least Square Support Vector Machine Stock Forecasting Models
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Rolling sampled parameters of ARCH and Levy stable models
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Revisiting the Effects of Growth Uncertainty on Inflation in Iran:An Application of GARCH-in-Mean Models
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Modelling Stock Return Volatility in India
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Application of Generalized Autoregressive Conditional Heteroschedasticity Model on Inflation and Share Price Movement in Nigeria
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