Selecting an innovation distribution for Garch models to improve efficiency of risk and volatility estimation

2004 ◽  
Vol 6 (3) ◽  
pp. 27-52 ◽  
Author(s):  
J Venter ◽  
P de Jongh
Keyword(s):  
Garch Models ◽  
Volatility Estimation ◽  
Improve Efficiency

scholarly journals Volatility estimation for cryptocurrencies using Markov-switching GARCH models

2019 ◽  
Vol 7 (1) ◽  
pp. 1
Author(s):  
Paulo Vitor Jordao Da Gama Silva ◽  
Marcelo Cabus Klotzle ◽  
Antonio Carlos Figueiredo Pinto ◽  
Leonardo Lima Gomes
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Markov Switching ◽  
Garch Models ◽  
Volatility Estimation

scholarly journals Volatility estimation for Bitcoin: A comparison of GARCH models

2017 ◽  
Vol 158 ◽  
pp. 3-6 ◽  
Author(s):  
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Garch Models ◽  
Volatility Estimation

scholarly journals Constrained Nonlinear Programming for Volatility Estimation with GARCH Models

SIAM Review ◽  
2003 ◽  
Vol 45 (3) ◽  
pp. 485-503 ◽  
Author(s):  
Asli han Altay-Salih ◽  
Mustafa C. Pinar ◽  
Sven Leyffer
Keyword(s):  
Nonlinear Programming ◽  
Garch Models ◽  
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Constrained Nonlinear Programming

scholarly journals Volatility Estimation in the Dhaka Stock Exchange (DSE) returns by Garch Models

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pp. 41
Author(s):  
Md. Shawkatul Islam Aziz ◽  
Md. Nezum Uddin
Keyword(s):  
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Volatility Estimation

scholarly journals Volatility Estimation in the Dhaka Stock Exchange (DSE) returns by Garch Models

2014 ◽  
Vol 4 (1) ◽  
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Author(s):  
Md. Shawkatul Islam Aziz ◽  
◽  
Md. Nezum Uddin ◽  
Keyword(s):  
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Garch Models ◽  
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DCC-Garch Models Using Islamic Market and European Market Indices

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Vol 04 ◽  
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Keyword(s):  
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Garch Models
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