135 related articles for article (PubMed ID: 37420412)
1. Traffic Volatility Forecasting Using an Omnibus Family GARCH Modeling Framework.
Ou J; Huang X; Zhou Y; Zhou Z; Nie Q
Entropy (Basel); 2022 Sep; 24(10):. PubMed ID: 37420412
[TBL] [Abstract][Full Text] [Related]
2. How to Promote the Performance of Parametric Volatility Forecasts in the Stock Market? A Neural Networks Approach.
Su JB
Entropy (Basel); 2021 Sep; 23(9):. PubMed ID: 34573776
[TBL] [Abstract][Full Text] [Related]
3. Heteroscedasticity effects as component to future stock market predictions using RNN-based models.
Sadon AN; Ismail S; Khamis A; Tariq MU
PLoS One; 2024; 19(5):e0297641. PubMed ID: 38787874
[TBL] [Abstract][Full Text] [Related]
4. The predictive capacity of GARCH-type models in measuring the volatility of crypto and world currencies.
Naimy V; Haddad O; Fernández-Avilés G; El Khoury R
PLoS One; 2021; 16(1):e0245904. PubMed ID: 33513150
[TBL] [Abstract][Full Text] [Related]
5. Symmetric and asymmetric GARCH estimations of the impact of oil price uncertainty on output growth: evidence from the G7.
Alao RO; Alhassan A; Alao S; Olanipekun IO; Olasehinde-Williams GO; Usman O
Lett Spat Resour Sci; 2023; 16(1):5. PubMed ID: 36876288
[TBL] [Abstract][Full Text] [Related]
6. Forecasting volatility in Asian financial markets: evidence from recursive and rolling window methods.
Sahiner M
SN Bus Econ; 2022; 2(10):157. PubMed ID: 36196266
[TBL] [Abstract][Full Text] [Related]
7. LSTM-GARCH Hybrid Model for the Prediction of Volatility in Cryptocurrency Portfolios.
García-Medina A; Aguayo-Moreno E
Comput Econ; 2023 Mar; ():1-32. PubMed ID: 37362593
[TBL] [Abstract][Full Text] [Related]
8. Modelling time-varying volatility using GARCH models: evidence from the Indian stock market.
Ali F; Suri P; Kaur T; Bisht D
F1000Res; 2022; 11():1098. PubMed ID: 36567684
[No Abstract] [Full Text] [Related]
9. Modelling and forecasting of growth rate of new COVID-19 cases in top nine affected countries: Considering conditional variance and asymmetric effect.
Ekinci A
Chaos Solitons Fractals; 2021 Oct; 151():111227. PubMed ID: 34253942
[TBL] [Abstract][Full Text] [Related]
10. Forecasting interest rate volatility of the United Kingdom: evidence from over 150 years of data.
Hassani H; Yeganegi MR; Cuñado J; Gupta R
J Appl Stat; 2020; 47(6):1128-1143. PubMed ID: 35706913
[TBL] [Abstract][Full Text] [Related]
11. Liquidity effects on oil volatility forecasting: From fintech perspective.
Ding S; Cui T; Zhang Y; Li J
PLoS One; 2021; 16(11):e0260289. PubMed ID: 34843538
[TBL] [Abstract][Full Text] [Related]
12. A new hybrid PM[Formula: see text] volatility forecasting model based on EMD and machine learning algorithms.
Wang P; Bi X; Zhang G; Yu M
Environ Sci Pollut Res Int; 2023 Jul; 30(34):82878-82894. PubMed ID: 37335511
[TBL] [Abstract][Full Text] [Related]
13. Recurrent neural network architecture for forecasting banana prices in Gujarat, India.
Kumari P; Goswami V; N H; Pundir RS
PLoS One; 2023; 18(6):e0275702. PubMed ID: 37319281
[TBL] [Abstract][Full Text] [Related]
14. A model-free approach to do long-term volatility forecasting and its variants.
Wu K; Karmakar S
Financ Innov; 2023; 9(1):59. PubMed ID: 36873387
[TBL] [Abstract][Full Text] [Related]
15. Modeling variations in the cedi/dollar exchange rate in Ghana: an autoregressive conditional heteroscedastic (ARCH) models.
Techie Quaicoe M; Twenefour FB; Baah EM; Nortey EN
Springerplus; 2015; 4():329. PubMed ID: 26180749
[TBL] [Abstract][Full Text] [Related]
16. Prediction of volatility and seasonality vegetation by using the GARCH and Holt-Winters models.
Kumar V; Bharti B; Singh HP; Singh A; Topno AR
Environ Monit Assess; 2024 Feb; 196(3):288. PubMed ID: 38379057
[TBL] [Abstract][Full Text] [Related]
17. Modeling and forecasting the volatility of some industry development indicators in Ethiopia using multivariate GARCH models.
Dagnew GA; Alamneh BW; Hailu WG
Sci Rep; 2024 Jun; 14(1):14395. PubMed ID: 38909079
[TBL] [Abstract][Full Text] [Related]
18. Novel grey wolf optimizer based parameters selection for GARCH and ARIMA models for stock price prediction.
Bagalkot SS; A DH; Naik N
PeerJ Comput Sci; 2024; 10():e1735. PubMed ID: 38196957
[TBL] [Abstract][Full Text] [Related]
19. Modeling Markov switching ARMA-GARCH neural networks models and an application to forecasting stock returns.
Bildirici M; Ersin Ö
ScientificWorldJournal; 2014; 2014():497941. PubMed ID: 24977200
[TBL] [Abstract][Full Text] [Related]
20. Estimating the risk of SARS-CoV-2 deaths using a Markov switching-volatility model combined with heavy-tailed distributions for South Africa.
Mthethwa N; Chifurira R; Chinhamu K
BMC Public Health; 2022 Oct; 22(1):1873. PubMed ID: 36207700
[TBL] [Abstract][Full Text] [Related]
[Next] [New Search]