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161
Published 2000
Springer Berlin Heidelberg
Table of Contents: “... Price Jumps into Portfolio Selection -- A Multivariate GARCH-M Model for Exchange Rates in the US...”
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162
Published 2018
Springer International Publishing
Table of Contents: “..., Extended Realized GARCH models -- 15 L. Crosato and B. Zavanella, Updating CPI weights through...”
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163
by Brauer, Wilfried, Haacke, Wolfhart, Münch, Siegfried
Published 1984
Springer Berlin Heidelberg
Table of Contents: “... Mathematik und Datenverarbeitung mbH Bonn -- Max-Planck-Institut für Plasmaphysik Garching -- Deutsches...”
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164
by Kariya, T., Liu, Regina
Published 2003
Springer US
Table of Contents: “... Black-Scholes (BS) Formula -- 4 BS Option Portfolios -- 5 Valuation of Exotic Options -- 6 GARCH Model...”
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165
Published 2014
Springer Berlin Heidelberg
Table of Contents: “... -- Study on Extreme Risk Measurement of Chinese Soybean Futures Market — VaR Based on GARCH Model...”
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166
Published 2008
Physica
Table of Contents: “... -- Inhomogeneous Jump-GARCH Models with Applications in Financial Time Series Analysis -- The Classical Risk Model...”
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167
Published 2017
Springer International Publishing
Table of Contents: “... of PM10 Data in Korea based on Time Series Models -- Do We Have Robust GARCH Models under Different Mean...”
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168
Published 2022
Springer International Publishing
Table of Contents: “... between the Bayesian DCC-GARCH and Bayesian change-point methods -- Relationship among International Trade...”
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169
Published 2018
Springer International Publishing
Table of Contents: “...1.Detection of network attacks using hybrid ARIMA-GARCH model- 2.Towards mixed-mode risk management...”
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170
Published 2022
Springer International Publishing
Table of Contents: “... Storti, Multiple measures Realized GARCH models -- Venera Tomaselli, Giulio Giacomo Cantone, and Vincenzo...”
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171
by Stier, Winfried
Published 2001
Springer Berlin Heidelberg
Table of Contents: “... Heteroskedastizität (ARCH-GARCH-Modelle -- XX.2. Bilineare Prozesse -- XX.3. Random Coefficient Autoregressive Modelle...”
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172
Published 2014
Springer Netherlands
Table of Contents: “... Network Effectiveness -- Charismatic Leadership, Ethics and Effectiveness in Political Science -- GARCH...”
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173
by Malz, Allan M.
Published 2011
Wiley
Table of Contents: “... Estimation; 3.2.2 The EWMA Model; 3.2.3 The GARCH Model; 3.3 Modes of Computation; 3.3.1 Parametric; 3.3.2...”
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174
Published 2009
Springer Berlin Heidelberg
Table of Contents: “... Estimation of GARCH Model with an Adaptive Proposal Density --...”
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175
by Szylar, Christian
Published 2013
Wiley
Table of Contents: “... Brownian Motion Process; 3.8 GARCH; 3.9 Estimator Using the Highest and Lowest...”
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176
by Brauer, Wilfried, Haacke, Wolfhart, Münch, Siegfried
Published 1989
Springer Berlin Heidelberg
Table of Contents: “... für Plasmaphysik, Garching -- Deutsches Elektronen-Synchrotron, Hamburg -- Deutsches...”
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177
Published 2023
Springer Nature Switzerland
Table of Contents: “... listeners musical tastes -- Forecasting and Optimization Techniques -- Forecasting performance of GARCH...”
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178
Published 2003
Springer New York
Table of Contents: “... The Markov Chain Pricing Method -- 11.2 The Black-Scholes (1973) Pricing Model -- 11.3 The GARCH Pricing...”
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179
by Skiadas, Christos, Bozeman, James
Published 2019
Wiley-ISTE
Table of Contents: “... 6 On GARCH Models with Temporary Structural Changes 91 Norio WATANABE and Fumiaki OKIHARA -- 6.1...”
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180
Published 2020
Springer International Publishing
Table of Contents: “... GARCH-MIDAS model (Alessandra Amendola, Vincenzo Candila and Giampiero M. Gallo) -- Goodness-of-fit test...”