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  1. 1
    An Application of Autoregressive Conditional Heteroskedasticity (Arch) and Generalized Autoregressive Conditional Heteroskedasticity (GARCH) Modelling on Taiwan's Time-Series Data: Three Essays
    by Chang, Tsangyao
    Published 1995
    Subjects: “...Autoregressive Conditional Heteroskedasticity...”
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  2. 2
    An Application of Autoregressive Conditional Heteroskedasticity (ARCH) and Generalized Autoregressive Conditional Heteroskedasticity (GARCH) Modelling on Taiwan's Time-Series Data: Three Essays
    by Chang, Tsangyao
    Published 1995
    Subjects: “...Autoregressive Conditional Heteroskedasticity...”
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    Get full text
    Others
  3. 3
    Is the Best Generalized Autoregressive Conditional Heteroskedasticity(p,q) Value-at-risk Estimate also the Best in Reality? An Evidence from Australian Interconnected Power Markets
    by Rangga Handika, Sigit Triandaru
    Published 2016-12-01
    Subjects: “...generalized autoregressive conditional heteroskedasticity...”
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    Article
  4. 4
    The Relationship between Exchange Rate and Inflation: An Empirical Study of Turkey
    by Abderezak Ali Abdurehman, Samet Hacilar
    Published 2016-09-01
    Subjects: “...generalized autoregressive conditional heteroskedasticity model...”
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    Article
  5. 5
    The Effects of Presidential Cycle on Stock Market Returns in Tehran Stock Exchange
    Subjects: “...auto regressive conditional heteroskedasticity (arch)...”
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    Article
  6. 6
    DETECTING REGIME SWITCHES IN THE EUR/RON EXCHANGE RATE VOLATILITY
    by Radu Alina-Nicoleta, Necula Ciprian
    Published 2009-05-01
    Subjects: “...conditional heteroskedasticity, regime switch, exchange rates, long memory...”
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    Article
  7. 7
    The Effects of Asymmetric Oil Price Shocks on the Saudi Consumption: An Empirical Investigations
    by Abdulaziz Hamad Algaeed
    Published 2017-03-01
    Subjects: “...generalized autoregressive conditional heteroskedasticity...”
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    Article
  8. 8
    Asymmetric Realized Volatility Risk
    by David E. Allen, Michael McAleer, Marcel Scharth
    Published 2014-06-01
    Subjects: “...conditional heteroskedasticity...”
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    Article
  9. 9
    On the Power and Size Properties of Cointegration Tests in the Light of High-Frequency Stylized Facts
    by Christopher Krauss, Klaus Herrmann
    Published 2017-02-01
    Subjects: “...conditional heteroskedasticity...”
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    Article
  10. 10
    Integração espacial e eficiência do hedge no mercado sul-americano de soja: comparações entre Brasil e Argentina
    by Renata Cristina Alves
    Published 2016
    Subjects: “... Conditional heteroskedasticity ...”
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  11. 11
    Integração espacial e eficiência do hedge no mercado sul-americano de soja: comparações entre Brasil e Argentina
    by Alves, Renata Cristina
    Published 2016
    Subjects: “...Conditional heteroskedasticity...”
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  12. 12
    Market Interactions in Gold and Stock Markets: Evidences from Saudi Arabia
    by E.M. Afsal, Mohammad Imdadul Haque
    Published 2016-05-01
    Subjects: “...multivariate generalized autoregressive conditional heteroskedasticity...”
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    Article
  13. 13
    Variance Targeting Estimator for GJR-GARCH under Model's Misspecification
    by Rahim, MAA, Shariff, SSR, Zahari, SM
    Published 2018
    Subjects: “...CONDITIONAL HETEROSKEDASTICITY...”
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    Article
  14. 14
    Forecasting Model of Air Pollution Index using Generalized Autoregressive Conditional Heteroskedasticity Family (GARCH)
    Subjects: “...Generalized Autoregressive Conditional Heteroskedasticity (GARCH)...”
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    Article
  15. 15
    Are soft commodities markets affected by the Halloween effect?
    by Górska, A., Krawiec, M.
    Published 2021
    Subjects: “...Generalised autoregressive conditional heteroskedasticity model...”
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    Article
  16. 16
    Project Portfolio Construction Using Extreme Value Theory
    Subjects: “...GARCH (Generalized Autoregressive Conditional Heteroskedasticity) models...”
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    Article
  17. 17
    An Analysis of Determinants Affecting the Returns of Dow Jones Sustainability Index United States
    Subjects: “...generalized autoregressive conditional heteroskedasticity model...”
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    Article
  18. 18
    Signal Processing Technique for Combining Numerous MEMS Gyroscopes Based on Dynamic Conditional Correlation
    by Jieyu Liu, Qiang Shen, Weiwei Qin
    Published 2015-06-01
    Subjects: “...Generalized Autoregressive Conditional Heteroskedasticity...”
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    Article
  19. 19
    Econometrics of the environmental Kuznets curve in the face of climate change and sustainability in Zambia
    Subjects: “...Autoregressive conditional heteroskedasticity...”
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    Article
  20. 20
    Research on Ship Motion Prediction Algorithm Based on Dual-Pass Long Short-Term Memory Neural Network
    by Xiong Hu, Boyi Zhang, Gang Tang
    Published 2021-01-01
    Subjects: “...generalized autoregressive conditional heteroskedasticity (GARCH) model...”
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    Article
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