Showing 41 - 60 results of 170 for search '"Garches"', query time: 0.06s Refine Results
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    Hybrid Model for Stock Market Volatility by Kofi Agyarko, Nana Kena Frempong, Eric Neebo Wiah

    Published 2023-01-01
    “…To improve on the accuracy of the traditional GARCH-type models, a hybrid model (BSGARCH (1, 1)) that combines the flexibility of B-splines with the GARCH (1, 1) model has been proposed in the study. …”
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    Nonstationary Generalised Autoregressive Conditional Heteroskedasticity Modelling for Fitting Higher Order Moments of Financial Series within Moving Time Windows by Luke De Clerk, Sergey Savel’ev

    Published 2022-01-01
    “…Here, we present a method for a simple GARCH (1,1) model to fit higher order moments for different companies’ stock prices. …”
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    Investors’ Risk Preference Characteristics Based on Different Reference Point by Fenghua Wen, Zhifang He, Xu Gong, Aiming Liu

    Published 2014-01-01
    “…The two factors are introduced as separate explanatory variables into the time-varying GARCH-M (TVRA-GARCH-M) model. Then, we redefine prior losses and gains by selecting different reference point to study investors’ time-varying risk preference. …”
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