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M-Estimate for the stationary hyperbolic GARCH models
METRON
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10.1007/s40300-021-00221-w
◽
2021
◽
Author(s):
Lanciné Bamba
◽
Ouagnina Hili
◽
Abdou Kâ Diongue
◽
Assi N’Guessan
Keyword(s):
Garch Models
◽
M Estimate
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Islamic Banking and Finance Review
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10.32350/ibfr.2017.04.01
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Vol 04
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pp. 01-20
Author(s):
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Keyword(s):
European Market
◽
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Analytic derivatives of asymmetric Garch models
The Journal of Computational Finance
◽
10.21314/jcf.2003.106
◽
2003
◽
Vol 6
(3)
◽
pp. 21-63
◽
Cited By ~ 1
Author(s):
George Levy
Keyword(s):
Garch Models
◽
Asymmetric Garch
◽
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Selecting an innovation distribution for Garch models to improve efficiency of risk and volatility estimation
The Journal of Risk
◽
10.21314/jor.2004.091
◽
2004
◽
Vol 6
(3)
◽
pp. 27-52
◽
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◽
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◽
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◽
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Calendar Anomalies in Athens Exchange Stock Market - An Application of GARCH Models and the Neural Network Radial Basis Function
SSRN Electronic Journal
◽
10.2139/ssrn.1264970
◽
2008
◽
Cited By ~ 1
Author(s):
Eleftherios Giovanis
Keyword(s):
Neural Network
◽
Stock Market
◽
Radial Basis Function
◽
Basis Function
◽
Garch Models
◽
The Neural Network
◽
Radial Basis
◽
Calendar Anomalies
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Determining Historical Volatility in Emerging Markets Using Advanced GARCH Models
SSRN Electronic Journal
◽
10.2139/ssrn.2140647
◽
2012
◽
Author(s):
Bhaskar Sinha
Keyword(s):
Emerging Markets
◽
Garch Models
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Dynamic Principal Components: A New Class of Multivariate GARCH Models
SSRN Electronic Journal
◽
10.2139/ssrn.2559758
◽
2015
◽
Cited By ~ 1
Author(s):
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◽
Massimiliano Caporin
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Principal Components
◽
Multivariate Garch
◽
Garch Models
◽
New Class
◽
Multivariate Garch Models
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Volatilidade Dos ndices De AAAes Mid-Large Cap E Small Cap: Uma Investigaaao A Partir De Modelos ARIMA/GARCH (Volatility of Stock Index Mid-Large Cap and Small Cap: An Investigation from ARIMA/GARCH Models)
SSRN Electronic Journal
◽
10.2139/ssrn.2589321
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2014
◽
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Israel J S Felipe
◽
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Forecasting Bitcoin Risk with Markov-Switching GARCH Models
SSRN Electronic Journal
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10.2139/ssrn.3180830
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2018
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Author(s):
David Ardia
◽
Keven Bluteau
◽
Maxime RRede
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◽
Garch Models
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Integrated Volatility and UHF-GARCH Models: A Comparison Using High Frequency Financial Data
SSRN Electronic Journal
◽
10.2139/ssrn.498222
◽
2004
◽
Author(s):
Alain Coen
◽
Francois-Eric Racicot
Keyword(s):
High Frequency
◽
Financial Data
◽
Garch Models
◽
Integrated Volatility
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Multivariate GARCH Models With Impulse Responses in Mean, Variance and Covariance
SSRN Electronic Journal
◽
10.2139/ssrn.957134
◽
2006
◽
Cited By ~ 5
Author(s):
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◽
Julian M. Williams
Keyword(s):
Multivariate Garch
◽
Garch Models
◽
Impulse Responses
◽
Multivariate Garch Models
◽
Mean Variance
Download Full-text
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