Estimating GARCH Models by Quasi‐Maximum Likelihood

OTHER published 23 July 2010 in GARCH Models

Estimating Emerging Stock Market Volatility Using Garch Family Models

JOURNAL ARTICLE published 1 October 2011 in Indian Journal of Applied Research

Authors: Ramona Birău | University of Craiova, Faculty of Economics and Business Administration ROMANIA | Jatin Trivedi

Estimating GARCH Models by Quasi‐Maximum Likelihood

OTHER published 6 May 2019 in GARCH Models

Estimating and Using GARCH Models with VIX Data for Option Valuation

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Juho Kanniainen

Estimating Stock Market Volatility with Asymmetric Arch, GARCH and Expanded GARCH Models

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Wei Jianguo

Estimating and Forecasting Volatility and Correlation Using ARCH and GARCH Models

BOOK CHAPTER published 1997 in Risk Management and Financial Derivatives

Authors: Carol Alexander

Robust recursive estimation of GARCH models

JOURNAL ARTICLE published 19 December 2018 in Kybernetika

Authors: Tomáš Cipra | Radek Hendrych

Estimating ARCH Models by Least Squares

OTHER published 23 July 2010 in GARCH Models

Quantifying SARS-Cov-2 Nucleocapsid Antigen in Oropharyngeal Swabs Using Single Molecule Array Technology

POSTED CONTENT published

Authors: Dorte Aa. Olsen | Claus L. Brasen | Søren Kahns | Jeppe B. Madsen | Helene Kierkegaard | Henry Christensen | Anders Jensen | Thomas V. Sydenham | Jens K. Møller | Jonna S. Madsen | Ivan Brandslund

Estimating Extreme Value at Risk Using Bayesian Markov Regime Switching GARCH-EVT Family Models

BOOK CHAPTER published 8 February 2024 in Cryptocurrencies - Financial Technologies of the Future [Working Title]

Authors: Thabani Ndlovu | Delson Chikobvu

Estimating 2-D GARCH models by quasi-maximum of likelihood

JOURNAL ARTICLE published 2 September 2023 in Communications in Statistics - Theory and Methods

Authors: Soumia Kharfouchi | Wafa Mili

Estimating ARCH Models by Least Squares

OTHER published 6 May 2019 in GARCH Models

Comparative analysis of three MCMC methods for estimating GARCH models

JOURNAL ARTICLE published 9 October 2018 in IOP Conference Series: Materials Science and Engineering

Authors: D B Nugroho

Modeling and Forecasting Exchange Rate Volatility in West Africa using GARCH models

JOURNAL ARTICLE published 30 October 2023 in Journal of Statistical and Econometric Methods

Authors: Didier Dukundane

Methods for Measuring and Estimating Methane Emission from Ruminants

JOURNAL ARTICLE published 13 April 2012 in Animals

Authors: Ida M. L. D. Storm | Anne Louise F. Hellwing | Nicolaj I. Nielsen | Jørgen Madsen

Using position uncertainty in recursive automatic target classification of radar tracks

PROCEEDINGS ARTICLE published May 2015 in 2015 IEEE Radar Conference (RadarCon)

Authors: Lars W. Jochumsen | Esben Nielsen | Jan Ostergaard | Soren H. Jensen | Morten O. Pedersen

Estimating MS-BLGARCH Models Using Recursive Method

JOURNAL ARTICLE published 18 March 2023 in Pan-American Journal of Mathematics

Authors: Ahmed Ghezal | Imane Zemmouri

GRG Non-Linear and ARWM Methods for Estimating the GARCH-M, GJR, and log-GARCH Models

JOURNAL ARTICLE published 12 April 2022 in JTAM (Jurnal Teori dan Aplikasi Matematika)

Authors: Didit Budi Nugroho | Lam Peter Panjaitan | Dini Kurniawati | Zaini Kholil | Bambang Susanto | Leopoldus Ricky Sasongko

Estimating stock market volatility using asymmetric GARCH models

JOURNAL ARTICLE published August 2008 in Applied Financial Economics

Authors: Dima Alberg | Haim Shalit | Rami Yosef

Estimating GARCH models using support vector machines*

JOURNAL ARTICLE published June 2003 in Quantitative Finance

Authors: Fernando Pérez-cruz | Julio A Afonso-rodríguez | Javier Giner