Pages that link to "Item:Q3368403"

The following pages link to Forecasting Stock Market Volatility with Regime-Switching GARCH Models (Q3368403):

Displaying 42 items.

• Dynamic behavior of volatility in a nonstationary generalized regime-switching GARCH model (Q286453) (← links)
• Two-state volatility transition pricing and hedging of TXO options (Q429529) (← links)
• Impact of foreign exchange rate on oil companies risk in stock market: a Markov-switching approach (Q507996) (← links)
• Modeling stock markets' volatility using GARCH models with normal, Student's \(t\) and stable Paretian distributions (Q840975) (← links)
• A dynamic Markov regime-switching GARCH model and its cumulative impulse response function (Q1642424) (← links)
• Shifts in volatility driven by large stock market shocks (Q1657558) (← links)
• Efficient Gibbs sampling for Markov switching GARCH models (Q1659098) (← links)
• Maximum likelihood estimation of the Markov-switching GARCH model based on a general collapsing procedure (Q1703024) (← links)
• Volatility forecasting via SVR-GARCH with mixture of Gaussian kernels (Q1789603) (← links)
• Long memory and nonlinearities in realized volatility: a Markov switching approach (Q1927150) (← links)
• Forecasting price of financial market crash via a new nonlinear potential GARCH model (Q2068471) (← links)
• A deposit insurance pricing with a multi-state regime-switching volatility (Q2114499) (← links)
• Forecasting value-at-risk in turbulent stock markets via the local regularity of the price process (Q2127364) (← links)
• A dynamic Markov regime-switching asymmetric GARCH model and its cumulative impulse response function (Q2138226) (← links)
• Forecasting volatility under fractality, regime-switching, long memory and Student-\(t\) innovations (Q2445719) (← links)
• Modeling carbon spot and futures price returns with GARCH and Markov switching GARCH models (Q2629585) (← links)
• Portfolio selection in a two-regime world (Q2630104) (← links)
• Long memory and regime switching in the stochastic volatility modelling (Q2678633) (← links)
• Robust and efficient specification tests in Markov-switching autoregressive models (Q2694804) (← links)
• An efficient sequential learning algorithm in regime-switching environments (Q2697041) (← links)
• Markov regime-switching autoregressive model with tempered stable distribution: simulation evidence (Q2697063) (← links)
• Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data (Q2700531) (← links)
• MRS-GARCH 模型在沪深股指波动中的应用研究 (Q2992601) (← links)
• Theory and inference for a Markov switching GARCH model (Q3004023) (← links)
• Impact study of volatility modelling of Bangladesh stock index using non-normal density (Q3183849) (← links)
• (Q3517947) (← links)
• Forecasting volatility for the stock market: a new hybrid model (Q3543516) (← links)
• Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-<i>t</i> innovations (Q3566441) (← links)
• GARCH-type forecasting models for volatility of stock market and MCS test (Q4593857) (← links)
• A new generalization of skew-<i>T</i> distribution with volatility models (Q4960607) (← links)
• A nesting framework for Markov-switching GARCH modelling with an application to the German stock market (Q5001140) (← links)
• Performance of MS-GARCH Models: Bayesian MCMC-Based Estimation (Q5049444) (← links)
• A lattice approach for option pricing under a regime-switching GARCH-jump model (Q5051199) (← links)
• VOLATILITY ANALYSIS OF REGIME-SWITCHING MODELS (Q5051948) (← links)
• Markov switch smooth transition HYGARCH model: Stability and estimation (Q5077192) (← links)
• (Q5120565) (← links)
• A dynamic analysis of stock markets using a hidden Markov model (Q5129065) (← links)
• Stock volatility predictability in bull and bear markets (Q5139219) (← links)
• GARCH in spinor field (Q5233042) (← links)
• News augmented GARCH(1,1) model for volatility prediction (Q5234129) (← links)
• Forecast the role of GCC financial stress on oil market and GCC financial markets using convolutional neural networks (Q6131009) (← links)
• A simulation study on the Markov regime-switching zero-drift GARCH model (Q6148769) (← links)