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12 works

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BOOKS

Books

7 total

Gsearch

191 files

Fiction: the universal elements. [Compiled by] Pearl Gasarch, Ralph Gasarch

Ralph Pearl Gasarch

1972

Pricing Options Under Generalized GARCH

bos

Minimum Distance Estimation for ARMA and GARCH Processes

Huimin. Chung

1997

Bayesian Inference on GARCH Models Using the Gibbs Sampler

Lubrano M. Bauwens

Identifikation von Ausreißern in (V)ARMA- und (M)GARCH-Prozessen

Vlad Ardelean

Rheswm a Rhyddid : Cyfrol i gyfarch Yr Athro Howard Williams

E Gwynn Matthews, Howard Williams, University of Wales. Alumni Association. Philosophy Department

2020

JOURNALS & PAPERS

Journals & papers

5 total

Bootstrapping Stationary ARMA-GARCH Models

Kenichi Shimizu

2010

GARCH Models : Structure, Statistical Inference, and Financial Applications

Christian Francq, Jean-Michel Zakoian

2010

Bayesian Estimation of GARCH Model by Hybrid Monte Carlo

Tetsuya Takaishi

2006

DJVU

Modeling Volatility of Cryptocurrencies: GARCH Approach

B. N. S. Kiranmai, Viswanathan Thangaraj

2023

A Bayesian Approach to Relaxing Parameter Restrictions in Multivariate GARCH Models

Brent G. Hudson, Richard H. Gerlach

2007

Genres

Books

Gsearch

Fiction: the universal elements. [Compiled by] Pearl Gasarch, Ralph Gasarch

Pricing Options Under Generalized GARCH

Minimum Distance Estimation for ARMA and GARCH Processes

Bayesian Inference on GARCH Models Using the Gibbs Sampler

Identifikation von Ausreißern in (V)ARMA- und (M)GARCH-Prozessen

Rheswm a Rhyddid : Cyfrol i gyfarch Yr Athro Howard Williams

Journals & papers

Bootstrapping Stationary ARMA-GARCH Models

GARCH Models : Structure, Statistical Inference, and Financial Applications

Bayesian Estimation of GARCH Model by Hybrid Monte Carlo

Modeling Volatility of Cryptocurrencies: GARCH Approach

A Bayesian Approach to Relaxing Parameter Restrictions in Multivariate GARCH Models

Genres

Genres

Books

Gsearch

Fiction: the universal elements. [Compiled by] Pearl Gasarch, Ralph Gasarch

Pricing Options Under Generalized GARCH

Minimum Distance Estimation for ARMA and GARCH Processes

Bayesian Inference on GARCH Models Using the Gibbs Sampler

Identifikation von Ausreißern in (V)ARMA- und (M)GARCH-Prozessen

Rheswm a Rhyddid : Cyfrol i gyfarch Yr Athro Howard Williams

Journals & papers

Bootstrapping Stationary ARMA-GARCH Models

GARCH Models : Structure, Statistical Inference, and Financial Applications

Bayesian Estimation of GARCH Model by Hybrid Monte Carlo

Modeling Volatility of Cryptocurrencies: GARCH Approach

A Bayesian Approach to Relaxing Parameter Restrictions in Multivariate GARCH Models