MPG.eBooks - Search Results - ((garches OR garces) or arches)

1

by Shimizu, Kenichi
Published 2010

Vieweg+Teubner Verlag

Table of Contents: “...Bootstrap Does not Always Work -- Parametric AR(p)-ARCH(q) Models -- Parametric ARMA(p, q)- GARCH(r...”

2

by Deistler, Manfred, Scherrer, Wolfgang
Published 2022

Springer International Publishing

Table of Contents: “... Models with Exogenous Variables -- 9 Granger Causality -- 10 Dynamic Factor Models -- 10 ARCH and GARCH...”

3

by Guidolin, Massimo, Pedio, Manuela
Published 2018

Academic Press, an imprint of Elsevier

Table of Contents: “... Models, ARCH and GARCH; Abstract; 5.1 Stylized Facts and Preliminaries; 5.2 Simple Univariate Parametric...”

4

by Mirakhor, Abbas
Published 2014

Wiley

Table of Contents: “...: Theory and Applications -- Modeling Volatility: ARCH-GARCH Models -- Asset Pricing under Uncertainty...”

5

by Daróczi, Gergely
Published 2013

Packt Publishing

Table of Contents: “...; Volatility forecasting for risk management; Testing for ARCH effects; GARCH model specification; GARCH model...”

6

by Rafferty, Greg
Published 2023

Packt Publishing Ltd.

Table of Contents: “... -- ARIMA -- ARCH/GARCH -- Neural networks -- Prophet -- Recent developments -- NeuralProphet -- Google...”