Synonyme wurden verwendet für: Garch model
Suche ohne Synonyme: keywords:(Garch model)

1–7 von 7 Ergebnissen
|

    A hybrid short-term traffic flow forecasting method based on spectral analysis and statistical volatility model

    Zhang, Yanru / Zhang, Yunlong / Haghani, Ali | Elsevier | 2013
    Schlagwörter: Model decomposition , GARCH , GJR-GARCH

    Does the Baltic Dry Index drive volatility spillovers in the commodities, currency, or stock markets?

    Lin, Arthur J. / Chang, Hai Yen / Hsiao, Jung Lieh | Elsevier | 2019
    Schlagwörter: VAR–BEKK–GARCH-X model

    Volatility forecasting for the shipping market indexes: an AR-SVR-GARCH approach

    Liu, Jiaguo / Li, Zhouzhi / Sun, Hao et al. | Taylor & Francis Verlag | 2022
    Schlagwörter: ar-svr-garch model

    Component GARCH Models to Account for Seasonal Patterns and Uncertainties in Travel-Time Prediction

    Yanru Zhang | Online Contents | 2015
    Schlagwörter: statistical volatility model , generalized autoregressive conditional heteroskedasticity model , Mathematical model , Predictive models , component GARCH model , Stochastic models , Data models , Component generalized autoregressive conditional heteroskedasticity (C-GARCH)