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121
Published 2022
Springer International Publishing
Table of Contents: ... and Internet Fund Investment Based on VaR-GARCH (1,1) -- Competitive Pricing Strategy of Exhibition Enterprises...

122
Published 2022
Springer Nature Singapore
Table of Contents: ... Market: An Application of the GARCH-Jump Process -- Chapter 7. An Econometric Assessment of the Effects...

123
Published 2006
Springer New York
Table of Contents: ...-Statistics -- Statistical Estimation and Applications -- On Efficient Inference in GARCH Processes -- Almost...

124
Published 2012
Springer Berlin Heidelberg
Table of Contents: ....-  Hedging with futures: multivariate dynamic conditional correlation GARCH.-  A note on the dynamics...

125
by Guillaume, Dominique M.
Published 2000
Springer US
Table of Contents: ... -- 4.3 Results -- 4.4 Conclusion -- 5 On the Intradaily Performance of GARCH Processes -- 5.1...

126
Published 2023
Springer Nature Singapore
Table of Contents: ... and Growth of Price: Evidence from Rice Production in India using ARCH/GARCH and Panel VECM Approach...

127
Published 2017
Springer International Publishing
Table of Contents: ... Variability in the Assessment of Fetal and Neonatal Wellbeing -- 17. ARFIMA-GARCH Modelling of HRV: Clinical...

128
Published 2016
Springer Nature Singapore
Table of Contents: ... the Common Risk among Equities: A Multivariate Time Series Model with an Additive GARCH Structure...

129
by Barnett, William A.
Published 2012
Emerald
Table of Contents: ... GARCH models / Sabrina Khanniche...

130
Published 1997
Springer US
Table of Contents: ...One -- Factor-GARCH Modeling of the Treasury Term Structure -- Analyzing a Small French ECM-Model...

131
by Terrell, Dek
Published 2012
Emerald
Table of Contents: ... Granger-causality in quantiles / Tae-Hwy Lee, Weiping Yang -- Copula-GARCH time-varying tail dependence...

132
Published 2008
Springer Milan
Table of Contents: ... -- Classifying Italian Pension Funds via GARCH Distance -- The Analysis of Extreme Events — Some Forecasting...

133
Published 2006
Springer US
Table of Contents: ... Behavior: Analysis and Implications -- Traffic Modeling and Prediction using ARIMA/GARCH Model...

134
Published 2011
Birkhäuser
Table of Contents: ... solutions of linear stochastic recurrence equations and for GARCH(1, 1) -- The clean development mechanism...

135
Published 2021
Emerald Publishing Limited
Table of Contents: ... linkages between bitcoin, gold price and oil price: Evidence from diagonal bekk-garch model / Surachai...

136
by Grundmann, Wolfgang
Published 2004
Vieweg+Teubner Verlag
Table of Contents: ...-Modelle -- GARCH-Prozesse in MATLAB -- Portfolio-Optimierung -- Statistische Analyse -- Portfolio-Analyse...

137
by Mallios, William S.
Published 2000
Springer US
Table of Contents: ... Heteroskedasticity -- A.1.7 ARMA Models with GARCH Errors -- A.1.8 Model Misspecification -- A.1.9 Least Squares...

138
by Ruttiens, Alain
Published 2013
Wiley
Table of Contents: ... ARMA to the GARCH family; 9.1 THE AUTOREGRESSIVE (AR) PROCESS; 9.2 THE MOVING AVERAGE (MA) PROCESS; 9.3...

139
Published 2002
Physica
Table of Contents: ... -- Looking for the Pattern of GARCH Type Models in Polish Stock Returns. Comparison with Indices of the EU...

140
by Cheung, Yin-Wong
Published 2011
Emerald
Table of Contents: ... crises : smooth-transition correlation VAR-GARCH approach / Yushi Yoshida -- ch. 4. The link between FX...