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Search: subject:"GARCH"
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Zeitreihenanalyse
ARCH model
39
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Issues and innovative trends in sustainable growth - strategy challenges for economic and social policies ; Part 1
1
Mathematical and statistical methods for actuarial sciences and finance : MAF 2016
1
The European journal of finance
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ECONIS (ZBW)
4
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1
Mathematical models for the assessment of collapse in oil prices
Shera, Muhammad
;
Preda, Vasile
-
2018
Persistent link: https://www.econbiz.de/10012302306
Saved in:
2
Kurtosis-based projection pursuit for outlier detection in financial time series
Loperfido, Nicola
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 142-164
Persistent link: https://www.econbiz.de/10012207191
Saved in:
3
Markov Switching
GARCH
models : filtering, approximations and duality
Billio, Monica
;
Cavicchioli, Maddalena
- In:
Mathematical and statistical methods for actuarial …
,
(pp. 59-72)
.
2017
Persistent link: https://www.econbiz.de/10012098763
Saved in:
4
Potential dependence of financial cycles between emerging and developed countries : based on ARIMA-
GARCH
copula model
Li, Tinghui
;
Zhong, Junhao
;
Huang, Zimei
- In:
Emerging markets, finance & trade : a journal of the …
56
(
2020
)
6
,
pp. 1237-1250
Persistent link: https://www.econbiz.de/10012211540
Saved in:
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