Prediction of α‐stable GARCH and ARMA‐GARCH‐M models
Year of publication: |
November 2017
|
---|---|
Authors: | Mohammadi, Mohammad |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 36.2017, 7, p. 859-866
|
Subject: | GARCH‐M model | α‐stable distribution | conditional expectation | prediction | volatility | ARCH-Modell | ARCH model | Theorie | Theory | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Erwartungsbildung | Expectation formation | Kapitaleinkommen | Capital income | Statistische Verteilung | Statistical distribution |
-
Hallin, Marc, (2020)
-
Forecasting daily return densities from intraday data : a multifractal approach
Hallam, Mark, (2014)
-
Evaluating density forecasts with an application to stock market returns
Raaij, Gabriela de, (2002)
- More ...
-
A hybrid invasive weed optimization for an imperfect, two-warehouse, lot-sizing problem
Atabaki, Mohammad Saeid, (2020)
-
Empirical likelihood confidence intervals for adaptive cluster sampling
Salehi, Mohammad, (2010)
-
A multi-objective location-allocation model in mass casualty events response
Pouraliakbarimamaghani, Mahsa, (2018)
- More ...