Amanote Research

Amanote Research

    RegisterSign In

Measuring the Forecast Performance of GARCH and Bilinear-Garch Models in Time Series Data

American Journal of Applied Mathematics
doi 10.11648/j.ajam.20130101.14
Full Text
Open PDF
Abstract

Available in full text

Date

January 1, 2013

Authors
Akintunde Mutairu Oyewale
Publisher

Science Publishing Group


Related search

Data Cloning Estimation of GARCH and COGARCH Models

Journal of Statistical Computation and Simulation
StatisticsProbabilityApplied MathematicsUncertaintySimulationModeling
2014English

Composite Likelihood for Bilinear GARCH Model

Applied Mathematics
2014English

Measuring Spot Variance Spillovers When (Co)variances Are Time-Varying - The Case of Multivariate GARCH Models

Oxford Bulletin of Economics and Statistics
EconomicsProbabilityUncertaintyEconometricsStatisticsSocial Sciences
2017English

Sample and Implied Volatility in GARCH Models

Journal of Financial Econometrics
EconomicsEconometricsFinance
2006English

Efficient Estimation in Semiparametric GARCH Models

SSRN Electronic Journal
1997English

Semiparametric Estimation of Multivariate GARCH Models

SSRN Electronic Journal
2015English

On the Forecasting Accuracy of Multivariate GARCH Models

Journal of Applied Econometrics
EconomicsEconometricsSocial Sciences
2011English

Asymptotics for Parametric GARCH-in-Mean Models

SSRN Electronic Journal
2015English

Option Pricing Under Sign RCA-GARCH Models

Dynamic Econometric Models
2015English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy