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Abstract on GARCH Models: Financial modeling
Mapping Intimacies
◽
10.20935/al4028
◽
2021
◽
Author(s):
Halim Zeghdoudi
Keyword(s):
Garch Models
◽
Financial Modeling
Download Full-text
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References
DCC-Garch Models Using Islamic Market and European Market Indices
Islamic Banking and Finance Review
◽
10.32350/ibfr.2017.04.01
◽
2017
◽
Vol 04
◽
pp. 01-20
Author(s):
Sabbah Gueddoudj
◽
Keyword(s):
European Market
◽
Garch Models
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A methodology for financial modeling based on published consolidated financial statements
Economic Analysis Theory and Practice
◽
10.24891/ea.16.7.1269
◽
2017
◽
Vol 16
(7)
◽
pp. 1269-1285
Author(s):
V.G. Kogdenko
◽
Keyword(s):
Financial Statements
◽
Consolidated Financial Statements
◽
Financial Modeling
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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
◽
Derivatives Of
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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
◽
Cited By ~ 10
Author(s):
J Venter
◽
P de Jongh
Keyword(s):
Garch Models
◽
Volatility Estimation
◽
Improve Efficiency
Download Full-text
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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Remarks on Basics of Financial Modeling
SSRN Electronic Journal
◽
10.2139/ssrn.1359359
◽
2009
◽
Author(s):
Ilya I. Gikhman
Keyword(s):
Financial Modeling
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Financial Modeling for Beginners
SSRN Electronic Journal
◽
10.2139/ssrn.2104073
◽
2012
◽
Author(s):
Raymond Wai Pong Yuen
Keyword(s):
Financial Modeling
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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):
Gian Piero Aielli
◽
Massimiliano Caporin
Keyword(s):
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
◽
2014
◽
Author(s):
Israel J S Felipe
◽
Anderson Luiz Mol
Keyword(s):
Stock Index
◽
Garch Models
Download Full-text
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