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Publication years (Num. hits)
1995-2003 (15) 2004-2005 (28) 2006 (24) 2007-2008 (44) 2009 (35) 2010 (23) 2011-2012 (36) 2013 (17) 2014 (31) 2015 (17) 2016 (20) 2017 (25) 2018 (24) 2019 (23) 2020 (17) 2021 (31) 2022 (25) 2023 (26) 2024 (15)
Publication types (Num. hits)
article(309) incollection(7) inproceedings(159) phdthesis(1)
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Results
Found 477 publication records. Showing 476 according to the selection in the facets
Hits ? Authors Title Venue Year Link Author keywords
130Xiong-Fei Zhuang, Lai-Wan Chan Volatility Forecasts in Financial Time Series with HMM-GARCH Models. Search on Bibsonomy IDEAL The full citation details ... 2004 DBLP  DOI  BibTeX  RDF
121Tetsuya Takaishi Markov Chain Monte Carlo on Asymmetric GARCH Model Using the Adaptive Construction Scheme. Search on Bibsonomy ICIC (1) The full citation details ... 2009 DBLP  DOI  BibTeX  RDF GJR-GARCH model, Bayesian inference, Markov Chain Monte Carlo, Metropolis-Hasting algorithm
121Edmond H. C. Wu, Philip L. H. Yu Volatility Modelling of Multivariate Financial Time Series by Using ICA-GARCH Models. Search on Bibsonomy IDEAL The full citation details ... 2005 DBLP  DOI  BibTeX  RDF Financial Engineering, ICA, Volatility, Multivariate Time Series, GARCH
114Liyan Geng, Junhai Ma TSK Fuzzy Inference System Based GARCH Model for Forecasting Exchange Rate Volatility. Search on Bibsonomy FSKD (3) The full citation details ... 2008 DBLP  DOI  BibTeX  RDF
89Turan G. Bali, Panayiotis Theodossiou A conditional-SGT-VaR approach with alternative GARCH models. Search on Bibsonomy Ann. Oper. Res. The full citation details ... 2007 DBLP  DOI  BibTeX  RDF GARCH models, Skewed generalized t distribution, Expected shortfall, Conditional value at risk
82Rasool Tahmasbi, Sadegh Rezaei Change Point Detection in GARCH Models for Voice Activity Detection. Search on Bibsonomy IEEE Trans. Speech Audio Process. The full citation details ... 2008 DBLP  DOI  BibTeX  RDF
82Ari Abramson, Israel Cohen Recursive Supervised Estimation of a Markov-Switching GARCH Process in the Short-Time Fourier Transform Domain. Search on Bibsonomy IEEE Trans. Signal Process. The full citation details ... 2007 DBLP  DOI  BibTeX  RDF
82Rasool Tahmasbi, Sadegh Rezaei A Soft Voice Activity Detection Using GARCH Filter and Variance Gamma Distribution. Search on Bibsonomy IEEE Trans. Speech Audio Process. The full citation details ... 2007 DBLP  DOI  BibTeX  RDF
82Weimin Li, Jianwei Liu, Jiajin Le Using GARCH-GRNN Model to Forecast Financial Time Series. Search on Bibsonomy ISCIS The full citation details ... 2005 DBLP  DOI  BibTeX  RDF
73Tetsuya Takaishi An Adaptive Markov Chain Monte Carlo Method for GARCH Model. Search on Bibsonomy Complex (2) The full citation details ... 2009 DBLP  DOI  BibTeX  RDF GARCH model, Bayesian inference, Markov Chain Monte Carlo, Metropolis-Hastings algorithm
72Xinwu Zhang, Yan Wang, Handong Li The Contrast of Parametric and Nonparametric Volatility Measurement Based on Chinese Stock Market. Search on Bibsonomy Complex (1) The full citation details ... 2009 DBLP  DOI  BibTeX  RDF realized volatility, volatility measurement, conditional distribution, GARCH
72Kaijian He, Chi Xie, Kin Keung Lai Estimating Real Estate Value-at-Risk Using Wavelet Denoising and Time Series Model. Search on Bibsonomy ICCS (2) The full citation details ... 2008 DBLP  DOI  BibTeX  RDF Real Estate Market, ARMA-GARCH Model, Wavelet Analysis, Value at Risk
66Paul E. Lynch, Nigel M. Allinson Adaptive Filtering for GARCH Models. Search on Bibsonomy IDEAL The full citation details ... 2002 DBLP  DOI  BibTeX  RDF
64Juliana Yim A Comparison of Neural Networks with Time Series Models for Forecasting Returns on a Stock Market Index. Search on Bibsonomy IEA/AIE The full citation details ... 2002 DBLP  DOI  BibTeX  RDF
57Tu Zhou, Laiwan Chan Clustered Dynamic Conditional Correlation Multivariate GARCH Model. Search on Bibsonomy DaWaK The full citation details ... 2008 DBLP  DOI  BibTeX  RDF multivariate time series analysis, DCC, GARCH
56Turan G. Bali Modeling the dynamics of interest rate volatility with skewed fat-tailed distributions. Search on Bibsonomy Ann. Oper. Res. The full citation details ... 2007 DBLP  DOI  BibTeX  RDF Modeling interest rates, Stochastic volatility, Interest rate options, Diffusions, GARCH
56Victor Fang, Vincent C. S. Lee, Yee Choon Lim Volatility Transmission Between Stock and Bond Markets: Evidence from US and Australia. Search on Bibsonomy IDEAL The full citation details ... 2005 DBLP  DOI  BibTeX  RDF Comovement, volatility transmission, conditional varaince, GARCH (1,1)
51Benjamin Ribba, Hanane El Garch, Sylvie Brunet, Emmanuel Grenier, Filippo Castiglione, H. Poulet, Philippe Vanhems Time-Course Analysis of Main Markers of Primary Infection in Cats with the Feline Immunodeficiency Virus. Search on Bibsonomy Comput. Math. Methods Medicine The full citation details ... 2012 DBLP  DOI  BibTeX  RDF
50Maryam Amirmazlaghani, Hamidreza Amindavar, Alireza Moghaddamjoo Speckle Suppressionin SAR Images Using the 2-D GARCH Model. Search on Bibsonomy IEEE Trans. Image Process. The full citation details ... 2009 DBLP  DOI  BibTeX  RDF
50José Miguel Hernández-Lobato, Daniel Hernández-Lobato, Alberto Suárez 0001 GARCH Processes with Non-parametric Innovations for Market Risk Estimation. Search on Bibsonomy ICANN (2) The full citation details ... 2007 DBLP  DOI  BibTeX  RDF
50Piotr Kokoszka, Gilles Teyssière, Aonan Zhang Confidence Intervals for the Autocorrelations of the Squares of GARCH Sequences. Search on Bibsonomy International Conference on Computational Science The full citation details ... 2004 DBLP  DOI  BibTeX  RDF
41Ling-Bing Tang, Huan-Ye Sheng, Ling-Xiao Tang GARCH prediction using spline wavelet support vector machine. Search on Bibsonomy Neural Comput. Appl. The full citation details ... 2009 DBLP  DOI  BibTeX  RDF Volatility forecasting, Spline wavelet support vector machine, GARCH
40Jian-ping Qiu, Lichao Chen, Yingjun Zhang A Prediction Algorithm Based on Time Series Analysis. Search on Bibsonomy ISNN (2) The full citation details ... 2008 DBLP  DOI  BibTeX  RDF Semantic Web of Trust, CLRM, VAR-GARCH, Time Series Analysis
35Kuo-Shing Chen, Shen-Ho Chang Volatility Co-Movement between Bitcoin and Stablecoins: BEKK-GARCH and Copula-DCC-GARCH Approaches. Search on Bibsonomy Axioms The full citation details ... 2022 DBLP  DOI  BibTeX  RDF
35Alexander C. M. Zeitlberger, Alexander Brauneis Modeling carbon spot and futures price returns with GARCH and Markov switching GARCH models. Search on Bibsonomy Central Eur. J. Oper. Res. The full citation details ... 2016 DBLP  DOI  BibTeX  RDF
35Yiyu Huang, Wenjing Su, Xiang Li 0033 Comparison of BEKK GARCH and DCC GARCH Models: An Empirical Study. Search on Bibsonomy ADMA (2) The full citation details ... 2010 DBLP  DOI  BibTeX  RDF
35Soosung Hwang, Pedro L. Valls Pereira The Effects of Structural Breaks in ARCH and GARCH Parameters on Persistence of GARCH Models. Search on Bibsonomy Commun. Stat. Simul. Comput. The full citation details ... 2008 DBLP  DOI  BibTeX  RDF
34Ari Abramson, Israel Cohen Single-Sensor Audio Source Separation Using Classification and Estimation Approach and GARCH Modeling. Search on Bibsonomy IEEE Trans. Speech Audio Process. The full citation details ... 2008 DBLP  DOI  BibTeX  RDF
34Chaoba Nikkie Anand, Caterina M. Scoglio, Balasubramaniam Natarajan GARCH - non-linear time series model for traffic modeling and prediction. Search on Bibsonomy NOMS The full citation details ... 2008 DBLP  DOI  BibTeX  RDF
34Ari Abramson, Emanuël A. P. Habets, Sharon Gannot, Israel Cohen Dual-microphone speech dereverberation using GARCH modeling. Search on Bibsonomy ICASSP The full citation details ... 2008 DBLP  DOI  BibTeX  RDF
34Xiaofei Du, Yuanjun Zhou A GARCH Modeling Approach for Constant Speed Drive Residual Life Predicting of Aircraft Generator. Search on Bibsonomy FSKD (5) The full citation details ... 2008 DBLP  DOI  BibTeX  RDF
32Richard Gerlach, Cathy W. S. Chen Bayesian inference and model comparison for asymmetric smooth transition heteroskedastic models. Search on Bibsonomy Stat. Comput. The full citation details ... 2008 DBLP  DOI  BibTeX  RDF Mixture normal, Posterior model probability, Asymmetric volatility model, Smooth transition, Value-at-Risk, Markov chain Monte Carlo method
32Kin Keung Lai, Kaijian He, Chi Xie, Shou Chen Market Risk for Nonferrous Metals: A Wavelet Based VaR Approach. Search on Bibsonomy ISDA (1) The full citation details ... 2006 DBLP  DOI  BibTeX  RDF
32Kin Keung Lai, Kaijian He, Chi Xie, Shou Chen Market Risk Measurement for Crude Oil: A Wavelet Based VaR Approach. Search on Bibsonomy IJCNN The full citation details ... 2006 DBLP  DOI  BibTeX  RDF
32Irwin Ma, Tony Wong, Thiagas Sankar, Raymond Siu Forecasting the volatility of a financial index by wavelet transform and evolutionary algorithm. Search on Bibsonomy SMC (6) The full citation details ... 2004 DBLP  DOI  BibTeX  RDF
32Chokri Slim Forecasting the Volatility of Stock Index Returns: A Stochastic Neural Network Approach. Search on Bibsonomy ICCSA (3) The full citation details ... 2004 DBLP  DOI  BibTeX  RDF
32Gleb V. Nosovskij Mathematical Analysis of Stock Market Movement. Search on Bibsonomy CW The full citation details ... 2004 DBLP  DOI  BibTeX  RDF
23Manying Bai, Lujie Sun Application of Copula and Copula-CVaR in the Multivariate Portfolio Optimization. Search on Bibsonomy ESCAPE The full citation details ... 2007 DBLP  DOI  BibTeX  RDF CVaR, Portfolio Optimization, Copula, GARCH
23Gert Van Dijck, Jo Van Vaerenbergh, Marc M. Van Hulle Information Theoretic Derivations for Causality Detection: Application to Human Gait. Search on Bibsonomy ICANN (2) The full citation details ... 2007 DBLP  DOI  BibTeX  RDF Conditional relative entropy, surrogate testing, VARMA-GARCH, mutual information, human gait
23Stefanos G. Giakoumatos, Petros Dellaportas, Dimitris Nicolas Politis Bayesian analysis of the unobserved ARCH model. Search on Bibsonomy Stat. Comput. The full citation details ... 2005 DBLP  DOI  BibTeX  RDF ARCH components, Markov chain Monte Carlo, GARCH, auxiliary variables
23Gordon H. Dash, Choudary R. Hanumara, Nina Kajiji Neural network architectures for efficient modeling of FX futures options volatility. Search on Bibsonomy Oper. Res. The full citation details ... 2003 DBLP  DOI  BibTeX  RDF FX Futures Options Volatility, Radial Basis Function, GARCH
17Roy Cerqueti, Hayette Gatfaoui, Giulia Rotundo Correction: Resilience for financial networks under a multivariate GARCH model of stock index returns with multiple regimes. Search on Bibsonomy Ann. Oper. Res. The full citation details ... 2024 DBLP  DOI  BibTeX  RDF
17Huimin Han, Zehua Liu, Mauricio Barrios Barrios, Jiuhao Li, Zhixiong Zeng, Nadia Sarhan, Emad Mahrous Awwad Time series forecasting model for non-stationary series pattern extraction using deep learning and GARCH modeling. Search on Bibsonomy J. Cloud Comput. The full citation details ... 2024 DBLP  DOI  BibTeX  RDF
17Hanwen Xuan, Luca Maestrini, Feng Chen, Clara Grazian Stochastic variational inference for GARCH models. Search on Bibsonomy Stat. Comput. The full citation details ... 2024 DBLP  DOI  BibTeX  RDF
17Yuhyeong Jang, Raanju R. Sundararajan, Wagner Barreto-Souza A multivariate heavy-tailed integer-valued GARCH process with EM algorithm-based inference. Search on Bibsonomy Stat. Comput. The full citation details ... 2024 DBLP  DOI  BibTeX  RDF
17Bichen Wang Heuristic method of adaptive filtering for noisy GARCH processes. Search on Bibsonomy Signal Process. The full citation details ... 2024 DBLP  DOI  BibTeX  RDF
17David Alaminos, M. Belén Salas, Antonio Partal-Ureña Hybrid ARMA-GARCH-Neural Networks for intraday strategy exploration in high-frequency trading. Search on Bibsonomy Pattern Recognit. The full citation details ... 2024 DBLP  DOI  BibTeX  RDF
17Yongrong Huang, Huiqing Wang, Zhide Chen, Chen Feng, Kexin Zhu, Xu Yang 0002, Wencheng Yang Evaluating Cryptocurrency Market Risk on the Blockchain: An Empirical Study Using the ARMA-GARCH-VaR Model. Search on Bibsonomy IEEE Open J. Comput. Soc. The full citation details ... 2024 DBLP  DOI  BibTeX  RDF
17Rui Zhang Asymmetric beta-binomial GARCH models for time series with bounded support. Search on Bibsonomy Appl. Math. Comput. The full citation details ... 2024 DBLP  DOI  BibTeX  RDF
17Sneha S. Bagalkot, H. A. Dinesha, Nagaraj Naik Novel grey wolf optimizer based parameters selection for GARCH and ARIMA models for stock price prediction. Search on Bibsonomy PeerJ Comput. Sci. The full citation details ... 2024 DBLP  DOI  BibTeX  RDF
17Lanyu Xiong, Fukang Zhu Robust estimation for the one-parameter exponential family integer-valued GARCH(1,1) models based on a modified Tukey's biweight function. Search on Bibsonomy Comput. Stat. The full citation details ... 2024 DBLP  DOI  BibTeX  RDF
17Yuanqi Chu, Keming Yu Bayesian log-linear beta-negative binomial integer-valued Garch model. Search on Bibsonomy Comput. Stat. The full citation details ... 2024 DBLP  DOI  BibTeX  RDF
17Pengfei Zhao, Haoren Zhu, Wilfred Siu Hung Ng, Dik Lun Lee From GARCH to Neural Network for Volatility Forecast. Search on Bibsonomy CoRR The full citation details ... 2024 DBLP  DOI  BibTeX  RDF
17Narayan Tondapu Analyzing Currency Fluctuations: A Comparative Study of GARCH, EWMA, and IV Models for GBP/USD and EUR/GBP Pairs. Search on Bibsonomy CoRR The full citation details ... 2024 DBLP  DOI  BibTeX  RDF
17Zeynab Aghabazaz, Iraj Kazemi, Alireza Nematollahi Dynamic mixed models with heterogeneous covariance components using multivariate GARCH innovations and the Dirichlet process mixture. Search on Bibsonomy J. Comput. Appl. Math. The full citation details ... 2024 DBLP  DOI  BibTeX  RDF
17Pengfei Zhao, Haoren Zhu, Wilfred Siu Hung Ng, Dik Lun Lee From GARCH to Neural Network for Volatility Forecast. Search on Bibsonomy AAAI The full citation details ... 2024 DBLP  DOI  BibTeX  RDF
17Fayadh Alenezi, Ammar Armghan, Abdullah G. Alharbi, Saban Öztürk, Sara A. Althubiti, Romany Fouad Mansour Reverse gamma correction based GARCH model for underwater image dehazing and detail exposure. Search on Bibsonomy Expert Syst. Appl. The full citation details ... 2023 DBLP  DOI  BibTeX  RDF
17Yanlin Shi A simulation study on the Markov regime-switching zero-drift GARCH model. Search on Bibsonomy Ann. Oper. Res. The full citation details ... 2023 DBLP  DOI  BibTeX  RDF
17Xuqin Wang, Muyi Li Bootstrapping the transformed goodness-of-fit test on heavy-tailed GARCH models. Search on Bibsonomy Comput. Stat. Data Anal. The full citation details ... 2023 DBLP  DOI  BibTeX  RDF
17Bao Quoc Ta, Nguyen H. Q. Khai Portfolio Optimization Based on Artificial Neural Network and GARCH-EVT-Copula Models. Search on Bibsonomy Int. J. Uncertain. Fuzziness Knowl. Based Syst. The full citation details ... 2023 DBLP  DOI  BibTeX  RDF
17Tongwei Zhang, Lianyan Fu, Dehui Wang, Zhuoxi Yu A Time-Varying Coefficient Double Threshold GARCH Model with Explanatory Variables. Search on Bibsonomy Axioms The full citation details ... 2023 DBLP  DOI  BibTeX  RDF
17Fangrou Chai, Yuan Li, Xingfa Zhang, Zhongxiu Chen Daily Semiparametric GARCH Model Estimation Using Intraday High-Frequency Data. Search on Bibsonomy Symmetry The full citation details ... 2023 DBLP  DOI  BibTeX  RDF
17Thabani Ndlovu, Delson Chikobvu A Wavelet-Decomposed WD-ARMA-GARCH-EVT Model Approach to Comparing the Riskiness of the BitCoin and South African Rand Exchange Rates. Search on Bibsonomy Data The full citation details ... 2023 DBLP  DOI  BibTeX  RDF
17Vahid Reza Gharehbaghi, Hashem Kalbkhani, Ehsan Noroozinejad Farsangi, Tony T. Y. Yang, Seyedali Mirjalili A data-driven approach for linear and nonlinear damage detection using variational mode decomposition and GARCH model. Search on Bibsonomy Eng. Comput. The full citation details ... 2023 DBLP  DOI  BibTeX  RDF
17Emmanuel Alphonsus Akpan, Kazeem Etitayo Lasisi, Imoh Udo Moffat, Ubon Akpan Abasiekwere Appraisal of excess Kurtosis through outlier-modified GARCH-type models. Search on Bibsonomy Commun. Stat. Simul. Comput. The full citation details ... 2023 DBLP  DOI  BibTeX  RDF
17Yakoub Boularouk Standard Laplace quasi-maximum likelihood estimator for GARCH processes. Search on Bibsonomy Commun. Stat. Simul. Comput. The full citation details ... 2023 DBLP  DOI  BibTeX  RDF
17Baye Matar Kandji Exponential control of the trajectories of iterated function systems with application to semi-strong GARCH models. Search on Bibsonomy J. Appl. Probab. The full citation details ... 2023 DBLP  DOI  BibTeX  RDF
17Junping Hong, Yi Yan, Ercan Engin Kuruoglu, Wai Kin Chan Multivariate Time Series Forecasting With GARCH Models on Graphs. Search on Bibsonomy IEEE Trans. Signal Inf. Process. over Networks The full citation details ... 2023 DBLP  DOI  BibTeX  RDF
17Jakub Michanków, Lukasz Kwiatkowski, Janusz Morajda Combining Deep Learning and GARCH Models for Financial Volatility and Risk Forecasting. Search on Bibsonomy CoRR The full citation details ... 2023 DBLP  DOI  BibTeX  RDF
17Zhengtao Gui, Haoyuan Li, Sijie Xu, Yu Chen A Nonlinear Method for time series forecasting using VMD-GARCH-LSTM model. Search on Bibsonomy CoRR The full citation details ... 2023 DBLP  DOI  BibTeX  RDF
17Martin Magris, Alexandros Iosifidis Variational Inference for GARCH-family Models. Search on Bibsonomy CoRR The full citation details ... 2023 DBLP  DOI  BibTeX  RDF
17Khreshna Syuhada, Venansius Tjahjono, Arief Hakim Improving Value-at-Risk forecast using GA-ARMA-GARCH and AI-KDE models. Search on Bibsonomy Appl. Soft Comput. The full citation details ... 2023 DBLP  DOI  BibTeX  RDF
17Min Hyung Park, Dongyan Nan, Yerin Kim, Jang-Hyun Kim 0001 CBOE Volatility Index Forecasting under COVID-19: An Integrated BiLSTM-ARIMA-GARCH Model. Search on Bibsonomy Comput. Syst. Sci. Eng. The full citation details ... 2023 DBLP  DOI  BibTeX  RDF
17 Retracted: Analysis of Factors Influencing Stock Market Volatility Based on GARCH-MIDAS Model. Search on Bibsonomy Complex. The full citation details ... 2023 DBLP  DOI  BibTeX  RDF
17Jine Liu, Ling Yan Correlation Analysis of Media Sentiment and Stock Returns Based on ARMA-GARCH-Copula Model. Search on Bibsonomy ICEME The full citation details ... 2023 DBLP  DOI  BibTeX  RDF
17Roengchai Tansuchat, Payap Tarkhamtham, Wiranya Puntoon, Rungrapee Phadkantha Forecasting Precious Metals Prices Volatility with the Global Economic Policy Uncertainty Index: The GARCH-MIDAS Technique for Different Frequency Data Sets. Search on Bibsonomy IUKM (1) The full citation details ... 2023 DBLP  DOI  BibTeX  RDF
17Woraphon Yamaka, Paravee Maneejuk, Sukrit Thongkairat Lasso and Ridge for GARCH-X Models. Search on Bibsonomy IUKM (1) The full citation details ... 2023 DBLP  DOI  BibTeX  RDF
17Nguyen T. Anh, Mai D. Lam, Bao Quoc Ta Mean-Variance Portfolio Allocation Using ARMA-GARCH-Stable and Artificial Neural Network Models. Search on Bibsonomy IUKM (1) The full citation details ... 2023 DBLP  DOI  BibTeX  RDF
17Chenyu Gao, Ziping Zhao 0002, Daniel P. Palomar A Novel Algorithm for GARCH Model Estimation. Search on Bibsonomy SSP The full citation details ... 2023 DBLP  DOI  BibTeX  RDF
17Ferry Vincenttius Ferdinand, Kie Van Ivanky Saputra, Michelle, Johan Sebastian Edbert Forecasting Stock Price Index of Four Asian Countries During COVID-19 Pandemic Using ARMA-GARCH and RNN Methods. Search on Bibsonomy IEEM The full citation details ... 2023 DBLP  DOI  BibTeX  RDF
17Martin Magris, Alexandros Iosifidis Variational Inference for GARCH-family Models. Search on Bibsonomy ICAIF The full citation details ... 2023 DBLP  DOI  BibTeX  RDF
17Xulong Yan, Cheng Zuo, Junjun Yang, Zhipeng Li, Derong Zhu, Junjie Yan Analysis and prediction model based on ARMI-GARCH and single objective optimization. Search on Bibsonomy EBIMCS The full citation details ... 2023 DBLP  DOI  BibTeX  RDF
17Samreen Fatima, Mudassir Uddin On the forecasting of multivariate financial time series using hybridization of DCC-GARCH model and multivariate ANNs. Search on Bibsonomy Neural Comput. Appl. The full citation details ... 2022 DBLP  DOI  BibTeX  RDF
17Jose Augusto Fiorucci, Geraldo Nunes Silva, Flavio Barboza Reaction trend system with GARCH quantiles as action points. Search on Bibsonomy Expert Syst. Appl. The full citation details ... 2022 DBLP  DOI  BibTeX  RDF
17Kshitij Kakade, Aswini Kumar Mishra, Kshitish Ghate, Shivang Gupta Forecasting Commodity Market Returns Volatility: A Hybrid Ensemble Learning GARCH-LSTM based Approach. Search on Bibsonomy Intell. Syst. Account. Finance Manag. The full citation details ... 2022 DBLP  DOI  BibTeX  RDF
17Fabrizio Laurini, Paul Fearnhead, Jonathan A. Tawn Limit theory and robust evaluation methods for the extremal properties of GARCH(p, q) processes. Search on Bibsonomy Stat. Comput. The full citation details ... 2022 DBLP  DOI  BibTeX  RDF
17Eunho Koo, Geonwoo Kim A Hybrid Prediction Model Integrating GARCH Models With a Distribution Manipulation Strategy Based on LSTM Networks for Stock Market Volatility. Search on Bibsonomy IEEE Access The full citation details ... 2022 DBLP  DOI  BibTeX  RDF
17Woraphon Yamaka, Jianxu Liu, Mingyang Li, Paravee Maneejuk, Hai Q. Dinh 0001 Analyzing the Causality and Dependence between Exchange Rate and Real Estate Prices in Boom-and-Bust Markets: Quantile Causality and DCC Copula GARCH Approaches. Search on Bibsonomy Axioms The full citation details ... 2022 DBLP  DOI  BibTeX  RDF
17Ji Ma, Xiaoqing Li, Jianxu Liu, Jiande Cui, Mingzhi Zhang, Songsak Sriboonchitta Comparison of Systemic Financial Risks in the US before and after the COVID-19 Outbreak - A Copula-GARCH with CES Approach. Search on Bibsonomy Axioms The full citation details ... 2022 DBLP  DOI  BibTeX  RDF
17Danni Xie, Xin Liang, Ruilin Liang Self-Weighted Quasi-Maximum Likelihood Estimators for a Class of MA-GARCH Model. Search on Bibsonomy Symmetry The full citation details ... 2022 DBLP  DOI  BibTeX  RDF
17Xiaoling Li, Xingfa Zhang, Yuan Li High-Dimensional Conditional Covariance Matrices Estimation Using a Factor-GARCH Model. Search on Bibsonomy Symmetry The full citation details ... 2022 DBLP  DOI  BibTeX  RDF
17Reza Sharbati, Hamidreza Ramazi, Faramarz Khoshnoudian, Toktam Valizadeh, Mohammadreza Koopialipoor, Danial Jahed Armaghani The smooth transition GARCH model for simulation of highly nonstationary earthquake ground motions. Search on Bibsonomy Eng. Comput. The full citation details ... 2022 DBLP  DOI  BibTeX  RDF
17Svetlana Sapuric, Angelika I. Kokkinaki, Ifigenia Georgiou The relationship between Bitcoin returns, volatility and volume: asymmetric GARCH modeling. Search on Bibsonomy J. Enterp. Inf. Manag. The full citation details ... 2022 DBLP  DOI  BibTeX  RDF
17Y. Boubacar Mainassara, O. Kadmiri, Bruno Saussereau Estimation of multivariate asymmetric power GARCH models. Search on Bibsonomy J. Multivar. Anal. The full citation details ... 2022 DBLP  DOI  BibTeX  RDF
17Yuanbo Li, Chi Tim Ng, Chun Yip Yau GARCH-type factor model. Search on Bibsonomy J. Multivar. Anal. The full citation details ... 2022 DBLP  DOI  BibTeX  RDF
17Hanqing Li, Xiaohui Liu, Yuting Chen, Yawen Fan Testing for Serial Correlation in Autoregressive Exogenous Models with Possible GARCH Errors. Search on Bibsonomy Entropy The full citation details ... 2022 DBLP  DOI  BibTeX  RDF
17Jishun Ou, Xiangmei Huang, Yang Zhou, Zhigang Zhou, Qinghui Nie Traffic Volatility Forecasting Using an Omnibus Family GARCH Modeling Framework. Search on Bibsonomy Entropy The full citation details ... 2022 DBLP  DOI  BibTeX  RDF
17Hengjing Zhang, Huanling Liu, Dongdong Cui, Fang Zhang A Height Nonlinear Velocity Field Algorithm for CORS Station Based on GARCH Model. Search on Bibsonomy Sensors The full citation details ... 2022 DBLP  DOI  BibTeX  RDF
17 Analysis of Factors Influencing Stock Market Volatility Based on GARCH-MIDAS Model. Search on Bibsonomy Complex. The full citation details ... 2022 DBLP  DOI  BibTeX  RDF
17Jun Zhao, Yi Zhang, Sheng Wu, Liming Shen Data-driven and distribution-free estimation of tailed-related risks for GARCH models using composite asymmetric least squares regression. Search on Bibsonomy J. Comput. Appl. Math. The full citation details ... 2022 DBLP  DOI  BibTeX  RDF
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