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1
by Francq, Christian, Zakoian, Jean-Michel
Published 2010
John Wiley and Sons
Table of Contents: “...Part III Extensions and Applications10 Asymmetries; 11 Multivariate GARCH Processes; 12 Financial...”
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2
by Ardia, David
Published 2008
Springer Berlin Heidelberg
Table of Contents: “...Bayesian Statistics and MCMC Methods -- Bayesian Estimation of the GARCH(1, 1) Model with Normal...”
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3
by Deb, Parha
Published 1999
International Monetary Fund
“...This paper develops a bivariate GARCH model that allows for time-varying conditional correlations...”
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4
Published 2019
MDPI - Multidisciplinary Digital Publishing Institute
Subjects: “...GARCH...”
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5
by Ngo, Thanh
Published 2023
MDPI - Multidisciplinary Digital Publishing Institute
Subjects: “...threshold GARCH...”
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6
by Swanson, Norman R.
Published 2021
MDPI - Multidisciplinary Digital Publishing Institute
Subjects: “...bivariate GARCH...”
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7
by Kolari, James W.
Published 2022
MDPI - Multidisciplinary Digital Publishing Institute
Subjects: “...GARCH-jump...”
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8
by Liu, Shuangzhe
Published 2021
MDPI - Multidisciplinary Digital Publishing Institute
Subjects: “...GARCH model...”
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9
by Drożdż, Stanisław
Published 2023
MDPI - Multidisciplinary Digital Publishing Institute
Subjects: “...ADCC-GARCH...”
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10
by Roman, Michał
Published 2022
MDPI - Multidisciplinary Digital Publishing Institute
Subjects: “...GARCH-X...”
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11
by Drożdż, Stanisław
Published 2021
MDPI - Multidisciplinary Digital Publishing Institute
Subjects: “...generalized autoregressive conditional heteroscedasticity model (GARCH)...”
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12
by Rojas, Ignacio
Published 2022
MDPI - Multidisciplinary Digital Publishing Institute
Subjects: “...VAR-DCC-GARCH...”
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13
by Gherghina, Ştefan Cristian
Published 2023
MDPI - Multidisciplinary Digital Publishing Institute
Subjects: “...GARCH (1,1) model...”
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14
by Halkos, George
Published 2023
MDPI - Multidisciplinary Digital Publishing Institute
Subjects: “...GARCH...”
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15
by Trinidad-Segovia, J.E.
Published 2021
MDPI - Multidisciplinary Digital Publishing Institute
Subjects: “...GARCH...”
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16
by Gherghina, Ştefan Cristian
Published 2023
MDPI - Multidisciplinary Digital Publishing Institute
Subjects: “...GARCH models...”
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17
by Zivot, Eric, Wang, Jiahui
Published 2003
Springer New York
Table of Contents: “... Root Tests -- Modeling Extreme Values -- Time Series Regression Modeling -- Univariate GARCH Models...”
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18
by Fomby, Thomas B.
Published 2006
Emerald
Table of Contents: “...A multivariate heavy-tailed distribution for ARCH/GARCH residuals / Dimitris N. Politis -- A...”
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19
Published 2012
Springer Berlin Heidelberg
Table of Contents: “....-Microstructure Empirical Analysis -- Option Pricing -- GARCH and Diffusion Jump Limits -- Interest Rate...”
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20
by Berlinger, Edina
Published 2015
Packt Publishing
Table of Contents: “...; GARCH modeling with the rugarch package; The standard GARCH model; Exponential GARCH model (EGARCH...”