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2“... by the GARCH(1,1) process, the argument is not always established. We use the pathwise method developed...”
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3“... performance period , the DCC-Realized-GARCH-RV30 hedging model worked best both in statistical analysis...”
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4“... with the GARCH. From the advantages of combining Fuzzy-GARCH model as a forecast to the financial industry...”
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5“... with the GARCH. From the advantages of combining Fuzzy-GARCH model as a forecast to the financial industry...”
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6“... with the GARCH. From the advantages of combining Fuzzy-GARCH model as a forecast to the financial industry...”
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7“...With the exception of Bitcoin, there appears to be little or no literature on GARCH modelling...”
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8by 張明淇“...碩士 === 國立交通大學 === 應用數學系所 === 93 === In this paper, we mainly use the GARCH model with Jumps...”
Published 2005
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10“... on conditional volatility of increase and decrease financial asset returns. The exponential GARCH and threshold...”
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11“... postulate the risk premium as a function of the conditional variance of market forecast errors. I use GARCH...”
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12“... concern during model selection. This study uses traditional time series models GARCH, EGARCH and GJR-GARCH...”
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13“... economic conditions by fitting hysteretic autoregressive models with GARCH in mean effects, denoted by HAR...”
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14by Marcelo Scherer Perlin, Mauro Mastella, Daniel Francisco Vancin, Henrique Pinto RamosSubjects: “...garch...”
Published 2020-07-01
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16“...碩士 === 國立臺灣大學 === 資訊工程學研究所 === 94 === GARCH is one of the most popular stochastic variance models...”
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17“.... In this paper, the pricing efficiency of Heston and Nandi GARCH (HN GARCH) model is examined on the AMEX option...”
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18by Sundström, Dennis“...This paper is about automatizing parameter estimation of GARCH type conditional volatility models...”
Published 2017
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19“..., which are computed by these three models：GARJI、mixed GARCH constant jump and GARCH(1,1). After that we...”
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