Pages that link to "Item:Q4593857"
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The following pages link to GARCH-type forecasting models for volatility of stock market and MCS test (Q4593857):
Displaying 12 items.
- Modeling stock markets' volatility using GARCH models with normal, Student's \(t\) and stable Paretian distributions (Q840975) (← links)
- Volatility forecasting in the hang seng index using the GARCH approach (Q841853) (← links)
- Boosting GARCH and neural networks for the prediction of heteroskedastic time series (Q984159) (← links)
- Modeling Shanghai stock market volatility (Q1290185) (← links)
- Forecasting volatility and the risk-return tradeoff: an application on the Fama-French benchmark market return (Q1695664) (← links)
- Forecasting of global market prices of major financial instruments (Q2004258) (← links)
- Forecasting price of financial market crash via a new nonlinear potential GARCH model (Q2068471) (← links)
- Forecasting volatility (Q2575551) (← links)
- Forecasting stock index volatility (Q2722284) (← links)
- Forecasting Stock Market Volatility with Regime-Switching GARCH Models (Q3368403) (← links)
- On the test of the volatility proxy model (Q5055216) (← links)
- News augmented GARCH(1,1) model for volatility prediction (Q5234129) (← links)
