Evolving Fuzzy-GARCH Approach for Financial Volatility Modeling and Forecasting

Leandro Maciel; Fernando Gomide; Rosangela Ballini

doi:10.1007/s10614-015-9535-2

Evolving Fuzzy-GARCH Approach for Financial Volatility Modeling and Forecasting

Computational Economics ◽

10.1007/s10614-015-9535-2 ◽

2015 ◽

Vol 48 (3) ◽

pp. 379-398 ◽

Cited By ~ 7

Author(s):

Leandro Maciel ◽

Fernando Gomide ◽

Rosangela Ballini

Keyword(s):

Financial Volatility ◽

Volatility Modeling ◽

Modeling And Forecasting

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Volatility modeling and forecasting

10.4324/9781003205005-15 ◽

2021 ◽

pp. 469-517

Author(s):

Nikiforos T. Laopodis

Keyword(s):

Volatility Modeling ◽

Modeling And Forecasting

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Volatility Modeling and Forecasting of the Egyptian: Stock Market Index using ARCH Models

SSRN Electronic Journal ◽

10.2139/ssrn.631951 ◽

2004 ◽

Author(s):

Said T. Ebeid ◽

Gamal B. A. Bedeir Alkholi

Keyword(s):

Stock Market ◽

Stock Market Index ◽

Arch Models ◽

Volatility Modeling ◽

Market Index ◽

Modeling And Forecasting

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Volatility Modeling and Forecasting of the Egyptian Stock Market Index using ARCH Models

SSRN Electronic Journal ◽

10.2139/ssrn.631887 ◽

2004 ◽

Cited By ~ 1

Author(s):

Said T. Ebeid ◽

Gamal B. A. Bedeir

Keyword(s):

Stock Market ◽

Stock Market Index ◽

Arch Models ◽

Volatility Modeling ◽

Market Index ◽

Modeling And Forecasting

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Volatility Modeling and Forecasting of Istanbul Gold Exchange (IGE)

International Journal of Financial Research ◽

10.5430/ijfr.v5n2p87 ◽

2014 ◽

Vol 5 (2) ◽

Author(s):

Gaye Hatice Gencer ◽

Zafer Musoglu

Keyword(s):

Volatility Modeling ◽

Modeling And Forecasting

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Financial volatility modeling with option-implied information and important macro-factors

Journal of the Operational Research Society ◽

10.1080/01605682.2021.1966327 ◽

2021 ◽

pp. 1-21

Author(s):

Stavroula Yfanti ◽

Menelaos Karanasos

Keyword(s):

Financial Volatility ◽

Volatility Modeling

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Do Jumps Matter in Realized Volatility Modeling and Forecasting? Empirical Evidence and a New Model

SSRN Electronic Journal ◽

10.2139/ssrn.3651284 ◽

2020 ◽

Author(s):

Massimiliano Caporin

Keyword(s):

Empirical Evidence ◽

Realized Volatility ◽

New Model ◽

Volatility Modeling ◽

Modeling And Forecasting

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Financial volatility modeling: The feedback asymmetric conditional autoregressive range model

Journal of Forecasting ◽

10.1002/for.2548 ◽

2018 ◽

Vol 38 (1) ◽

pp. 11-28 ◽

Cited By ~ 1

Author(s):

Haibin Xie

Keyword(s):

Financial Volatility ◽

Volatility Modeling ◽

Conditional Autoregressive

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Improving the accuracy: volatility modeling and forecasting using high-frequency data and the variational component

Journal of Industrial Engineering and Management ◽

10.3926/jiem.2010.v3n1.p199-220 ◽

2010 ◽

Vol 3 (1) ◽

Cited By ~ 1

Author(s):

Manish Kumar

Keyword(s):

High Frequency ◽

High Frequency Data ◽

Frequency Data ◽

Volatility Modeling ◽

Modeling And Forecasting

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Stock Market Volatility Modeling and Forecasting with a Special Reference to BSE Sensex

Essays in Financial Economics - Research in Finance ◽

10.1108/s0196-382120190000035005 ◽

2019 ◽

pp. 105-118

Author(s):

Venkataramanaiah Malepati ◽

Madhavi Latha Challa ◽

Siva Nageswara Rao Kolusu

Keyword(s):

Stock Market ◽

Special Reference ◽

Market Volatility ◽

Stock Market Volatility ◽

Volatility Modeling ◽

Modeling And Forecasting

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Rubidium Atomic Clock Error Modeling and Forecasting Based on Parameter Constrained Kalman Filter

Proceedings of the 47th Annual Precise Time and Time Interval Systems and Applications Meeting ◽

10.33012/2017.14993 ◽

2017 ◽

Author(s):

Guoliang Sun

Keyword(s):

Kalman Filter ◽

Atomic Clock ◽

Error Modeling ◽

Clock Error ◽

Modeling And Forecasting

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