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Articles (11)

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1-10 of 11 results for ARMA/GARCH model

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Select article: Structural Nonlinear Damage Identification Algorithm Based on Time Series ARMA/GARCH Model

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Research article

First published 2013-9

Structural Nonlinear Damage Identification Algorithm Based on Time Series ARMA/GARCH Model

Liu-Jie Chen, Ling Yu

Advances in Structural Engineering

Select article: Simulation of financial risk spillover effect based on ARMA-GARCH and fuzzy calculation model

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Research article

First published 2021-04-12

Simulation of financial risk spillover effect based on ARMA-GARCH and fuzzy calculation model

Chong Wang, Yuesong Wei

Journal of Intelligent & Fuzzy Systems: Applications in Engineering and Technology

Select article: Modeling Fluctuation of PM 10 Data with Existence of Volatility Effect

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First published 2017-11

Modeling Fluctuation of PM 10 Data with Existence of Volatility Effect

Nurulkamal Masseran

Environmental Engineering Science

Select article: An Econometric Study on Volatility Clusters,Dynamic Risk Return Relationship,and Asymmetry in Bitcoin Returns

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Research article

First published 2023

An Econometric Study on Volatility Clusters,Dynamic Risk Return Relationship,and Asymmetry in Bitcoin Returns

Vandana Dangi

Business Perspectives and Research

Select article: Determinism and Non-linear Behaviour of Log-return and Conditional Volatility: Empirical Analysis for 26 Stock Markets

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Research article

First published 2022-6

Determinism and Non-linear Behaviour of Log-return and Conditional Volatility: Empirical Analysis for 26 Stock Markets

Zouhaier Dhifaoui

South Asian Journal of Macroeconomics and Public Finance

Select article: Intraday Risk Management of Cryptocurrency Returns During 2020–2021 Upsurge: A Conditional EVT Approach

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Research article

First published 2026-1

Intraday Risk Management of Cryptocurrency Returns During 2020–2021 Upsurge: A Conditional EVT Approach

Abhijit Roy

Business Perspectives and Research

Select article: Bayesian estimation and unit root tests for Random Coefficient AutoRegressive models

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First published 2008-11

Bayesian estimation and unit root tests for Random Coefficient AutoRegressive models

Dazhe Wang, Sujit K. Ghosh

Model Assisted Statistics and Applications

Select article: The euro area's common default risk: Evidence on the Commission's impact on European fiscal affairs

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First published 2011-12

The euro area's common default risk: Evidence on the Commission's impact on European fiscal affairs

Roman Goldbach, Christian Fahrholz

European Union Politics

Select article: Modeling and forecasting of electricity spot-prices: Computational intelligence vs classical econometrics

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Research article

First published 2014-8

Modeling and forecasting of electricity spot-prices: Computational intelligence vs classical econometrics

Silvano Cincotti, Giulia Gallo, Linda Ponta [...]

The European Journal on Artificial Intelligence

Select article: An evaluation of the effectiveness of Value-at-Risk (VaR) models for Australian banks under Basel III

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Research article

First published 2016-11

An evaluation of the effectiveness of Value-at-Risk (VaR) models for Australian banks under Basel III

Katherine Uylangco, Siqiwen Li

Australian Journal of Management

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