Heliyon

PloS one

Physical chemistry chemical physics : PCCP

Sensors (Basel, Switzerland)

ieee transactions on bio-medical engineering

[1] A Trust-Based Predictive Model for Mobile Ad Hoc Network in Internet of Things.

[2] A Novel Framework for Estimating Time-Varying Multivariate Autoregressive Models and Application to Cardiovascular Responses to Acute Exercise.

[3] Inhomogeneous membrane receptor diffusion explained by a fractional heteroscedastic time series model.

[4] The impact of exchange rate volatility on Indonesia's top exports to the five main export markets.

[5] Estimating the volatility of cryptocurrencies during bearish markets by employing GARCH models.

[6] Fitness preferential attachment as a driving mechanism in bitcoin transaction network.

[7] the effects of crude oil price changes on the indonesian stock market: a sector investigation

[8] modelos egarch aplicados a la prueba del capm y los modelos multifactoriales para acciones colombianas (2002-2008)

[9] selection criteria in regime switching conditional volatility models

[10] garch based artificial neural networks in forecasting conditional variance of stock returns

[11] Intraday portfolio risk management using VaR and CVaR:A CGARCH-EVT-Copula approach

[12] The EGARCH effect test of chinese stock market from the perspective of behavioral finance

[13] Volatility dynamics of crypto-currencies’ returns: Evidence from asymmetric and long memory GARCH models

[14] American option pricing under GARCH with non-normal innovations

[15] Refining value-at-risk estimates using a Bayesian Markov-switching GJR-GARCH copula-EVT model.

[16] Bridge Structure Deformation Prediction Based on GNSS Data Using Kalman-ARIMA-GARCH Model.

[17] Dynamical brain connectivity estimation using GARCH models: An application to personality neuroscience.

[18] Study of the cross-market effects of Brexit based on the improved symbolic transfer entropy GARCH model-An empirical analysis of stock-bond correlations.

[19] Measuring extreme risk of sustainable financial system using GJR-GARCH model trading data-based

[20] Modeling volatility of precious metals markets by using regime-switching GARCH models

[21] Robust quasi-likelihood estimation for the negative binomial integer-valued GARCH(1,1) model with an application to transaction counts

[22] Correcting outliers in GARCH models: a weighted forward approach

[23] Residual-based CUSUM of squares test for Poisson integer-valued GARCH models

[24] The empirical research of ARMA-GARCH models based on high frequency data

[25] Structural nonlinear damage identification based on probability theory and AR/GARCH model

[26] Erratum to: Wind power forecasting based on outlier smooth transition autoregressive GARCH model (Journal of Modern Power Systems and Clean Energy, (2018), 6, 3, (532-539), 10.1007/s40565-016-0226-3)

[27] Study of GARCH, ann, & neuro-garch models to predict rupiah-us dollars (Usd) exchange rate

[28] An Empirical Study on Supply Chain Risk Contagion Effect Based on VAR-GARCH (1,1)–BEKK Model

[29] Closed-form variance swap prices under general affine GARCH models and their continuous-time limits

[30] Confidence Intervals for Conditional Tail Risk Measures in ARMA–GARCH Models

[31] Kurtosis analysis in GARCH models with Gram–Charlier-like innovations

[32] Ordinal-response GARCH models for transaction data: A forecasting exercise

[33] TESTING GARCH-X TYPE MODELS

[34] Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model

[35] Empirical performance of GARCH, GARCH-M, GJR-GARCH and log-GARCH models for returns volatility

[36] Refinement of the hedging ratio using copula-GARCH models

[37] Disposition effect based on GARCH-V model

[38] Optimal multi-step-ahead prediction of ARCH/GARCH models and NoVaS transformation

[39] A multiple regime extension to the Heston–Nandi GARCH(1,1) model

[40] Time-varying volatility spillover between Chinese fuel oil and stock index futures markets based on a DCC-GARCH model with a semi-nonparametric approach

[41] SPI-based drought simulation and prediction using ARMA-GARCH model

[42] Modelling the dynamics of Bitcoin and Litecoin: GARCH versus stochastic volatility models

[43] Prediction of selected Indian stock using a partitioning–interpolation based ARIMA–GARCH model

[44] A One Line Derivation of EGARCH

[45] Estimating the Volatility of Cocoa Price Return with ARCH and GARCH Models

[46] Modeling Markov switching ARMA-GARCH neural networks models and an application to forecasting stock returns.

[47] Dynamic linkages between strategic commodities and stock market in Turkey: Evidence from SVAR-DCC-GARCH model

[48] Geopolitical Risks, Returns, and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model

[49] Forecasting the daily dynamic hedge ratios in emerging European stock futures markets: Evidence from GARCH models

[50] Revisiting calendar effects in Malaysian finance stocks market: Evidence from threshold GARCH (TGARCH) model

[51] Properties of a robust asymmetric GARCH model and its application in evaluating the Chinese stock market

[52] Oil price uncertainty and the U.S. stock market analysis based on a GARCH-in-mean VAR model

[53] The comparison of explanatory power of volatility index (VIX) and garch model in predicting future volatility (empirical studies on the indonesian stock market)

[54] Using emotional markers' frequencies in stock market ARMAX-GARCH Model?

[55] Stock market volatility in Saudi Arabia: An application of univariate GARCH model

[56] Long memory revisit in Chinese stock markets: Based on GARCH-class models and multiscale analysis

[57] The study about long memory and volatility persistence in China stock market based on fractal theory and GARCH model

[58] A study on the behavior of volatility in Saudi Arabia stock market using symmetric and asymmetric GARCH models

[59] GARCH family model and its application in calculating stock index future VaR in Chinese market

[60] Stock returns in emerging markets and the use of GARCH models

[61] STAR-GARCH models for stock market interactions in the Pacific Basin Region, Japan and US

[62] RETRACTED ARTICLE: Tree structured DCC-multivariate GARCH model and its application in volatility correlation analysis of Shanghai, Shenzhen and Hong Kong Stock markets

[63] RETRACTED ARTICLE: A joint model of chaos and GARCH effect in China's stock markets

[64] Market risk, interest rate risk, and interdependencies in insurer stock returns: A system-GARCH model

[65] Empirical analysis of volatility in standard & poor's (S&P) CNX nifty stock markets using GARCH models

[66] Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model

[67] Stock market dynamics in a regime-switching asymmetric power GARCH model

[68] Empirical research on the weekday effect in the stock market of Shanghai by GARCH models

[69] Application of GARCH model in computing the VaR of Chinese stock market

[70] Looking for the pattern of GARCH type models in Polish stock returns. Comparison with indices of the EU and the East European stock markets

[71] Assessing the extreme risk spillovers of international commodities on maritime markets: A GARCH-Copula-CoVaR approach

[72] Estimating the volatility of cryptocurrencies during bearish markets by employing GARCH models.

[73] Improving the realized GARCH's volatility forecast for Bitcoin with jump-robust estimators

[74] volatility forecasting with the wavelet transformation algorithm garch model: evidence from african stock markets

[75] the analysis of capital market integration in asean region by using the ogarch approach

[76] modeling the exchange rate of the euro against the dollar using the arch/garch models

[77] the oligarch and the paintbrushes: a biographical sketch of andreu garcia, priest = el oligarca y los pinceles: breve semblanza del presbÍtero andreu garcÍa

[78] historian engagé. republicanism and oligarchy in carlo sigonio's political histories

[79] modelos egarch aplicados a la prueba del capm y los modelos multifactoriales para acciones colombianas (2002-2008)

[80] politics and parentela in paraíba - a case study of family-based oligarchy in brazil

[81] pengklusteran data time series keuangan dengan model garch (1,1) pada pasar saham internasional

[82] ettore spalletti: salle des départs a garches

[83] model non linier garch (ngarch) untuk mengestimasi nilai value at risk (var) pada ihsg

[84] garch based artificial neural networks in forecasting conditional variance of stock returns