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Publications by J.M. Marín

Data Cloning Estimation of GARCH and COGARCH Models

Journal of Statistical Computation and Simulation

Applied Mathematics

English

Related publications

Semiparametric Estimation of Multivariate GARCH Models

SSRN Electronic Journal

English

Efficient Estimation in Semiparametric GARCH Models

SSRN Electronic Journal

English

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

American Journal of Applied Mathematics

English

GARCH Parameter Estimation by Machine Learning

International Journal of Engineering and Applied Sciences (IJEAS)

English

Sample and Implied Volatility in GARCH Models

Journal of Financial Econometrics

English

Continuous Time Volatility Modelling: COGARCH Versus Ornstein–Uhlenbeck Models

English

HYBRID-GARCH: A Generic Class of Models for Volatility Predictions Using High Frequency Data

Statistica Sinica

English

An Estimation of Value at Risk Using GARCH Models for the Conventional and Islamic Stock Market in Malaysia

International Journal of Academic Research in Business and Social Sciences

English

On the Forecasting Accuracy of Multivariate GARCH Models

Journal of Applied Econometrics

Social Sciences

English