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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
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Volatility estimation for cryptocurrencies using Markov-switching GARCH models
International Journal of Financial Markets and Derivatives
◽
10.1504/ijfmd.2019.101234
◽
2019
◽
Vol 7
(1)
◽
pp. 1
Author(s):
Paulo Vitor Jordao Da Gama Silva
◽
Marcelo Cabus Klotzle
◽
Antonio Carlos Figueiredo Pinto
◽
Leonardo Lima Gomes
Keyword(s):
Markov Switching
◽
Garch Models
◽
Volatility Estimation
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Volatility estimation for Bitcoin: A comparison of GARCH models
Economics Letters
◽
10.1016/j.econlet.2017.06.023
◽
2017
◽
Vol 158
◽
pp. 3-6
◽
Cited By ~ 311
Author(s):
Paraskevi Katsiampa
Keyword(s):
Garch Models
◽
Volatility Estimation
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Constrained Nonlinear Programming for Volatility Estimation with GARCH Models
SIAM Review
◽
10.1137/s003614450140011
◽
2003
◽
Vol 45
(3)
◽
pp. 485-503
◽
Cited By ~ 11
Author(s):
Asli han Altay-Salih
◽
Mustafa C. Pinar
◽
Sven Leyffer
Keyword(s):
Nonlinear Programming
◽
Garch Models
◽
Volatility Estimation
◽
Constrained Nonlinear Programming
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Volatility Estimation in the Dhaka Stock Exchange (DSE) returns by Garch Models
Asian Business Review
◽
10.18034/abr.v4i1.279
◽
2015
◽
Vol 4
(1)
◽
pp. 41
Author(s):
Md. Shawkatul Islam Aziz
◽
Md. Nezum Uddin
Keyword(s):
Stock Exchange
◽
Garch Models
◽
Volatility Estimation
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A Comparison of GARCH Models for Volatility Estimation of Returns on Securities in Resource Group of Thai Stock Market
DEStech Transactions on Social Science Education and Human Science
◽
10.12783/dtssehs/seme2016/5460
◽
2017
◽
Author(s):
Darawan Virunhaphol
Keyword(s):
Stock Market
◽
Garch Models
◽
Volatility Estimation
◽
Resource Group
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Volatility Estimation in the Dhaka Stock Exchange (DSE) returns by Garch Models
Asian Business Review
◽
10.18034/abr.v4i1.72
◽
2014
◽
Vol 4
(1)
◽
pp. 41-50
Author(s):
Md. Shawkatul Islam Aziz
◽
◽
Md. Nezum Uddin
◽
Keyword(s):
Stock Exchange
◽
Garch Models
◽
Volatility Estimation
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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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Control laws to improve efficiency and average life time of an adaptive multi-phases Control laws to improve efficiency and average life time of an adaptive multi-phases
Renewable Energy and Power Quality Journal
◽
10.24084/repqj09.683
◽
2011
◽
pp. 1429-1434
◽
Cited By ~ 1
Author(s):
A. Berasategi
◽
Y. El Basri
◽
C. Cavals
◽
B. Estibals
◽
M. Vermeersch
◽
...
Keyword(s):
Life Time
◽
Average Life
◽
Control Laws
◽
Improve Efficiency
Download Full-text
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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How a Minimum Wage Can Improve Efficiency Even in Competitive Labor Markets: The Webbs and the Social Cost of Labor
SSRN Electronic Journal
◽
10.2139/ssrn.1239002
◽
2008
◽
Author(s):
Bruce E. Evan Kaufman
Keyword(s):
Labor Markets
◽
Minimum Wage
◽
Social Cost
◽
Improve Efficiency
◽
The Social
Download Full-text
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