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Research article

First published 2004-10

The Monthly Effect in Stock Returns and Conditional Heteroscedasticity

Menahem Rosenberg

The American Economist

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Research article

First published 2023-10

RETRACTED: Financial market trend analysis based on autoregressive conditional heteroscedasticity model and BP neural network prediction

Xinzhe Yin, Jinghua Li

International Journal of Electrical Engineering & Education

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Review article

First published 1993-4

A Note on Conditional Heteroskedasticity in the Market Model

Francis X. Diebold, Steve C. Lim, C. Jevons Lee

Journal of Accounting,Auditing & Finance

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Research article

First published 2007-7

Non-linearities and GARCH Effects in the Emerging Stock Markets of South Asia

Raj S Dhankar, Madhumita Chakraborty

Vikalpa: The Journal for Decision Makers

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Research article

First published 2010-1

Empirical Analysis of Conditional Heteroskedasticity in Time Series of Stock Returns and Asymmetric Effect on Volatility

Rakesh Kumar, Raj S. Dhankar

Global Business Review

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Research article

First published 2018-4-19

A novel car-following model considering conditional heteroskedasticity of acceleration fluctuation and driving force

Xinping Xiao, Meng Jiang, Jianghui Wen [...]

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

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Research article

First published 2015-8

ARIMAX-GARCH-WAVELET model for forecasting volatile data

Ranjit Kumar Paul

Model Assisted Statistics and Applications

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Research article

First published 2016-8

An alternative approach to capture cyclical and volatile phenomena in time-series data

Bishal Gurung, Ranjit Kumar Paul, K.N. Singh [...]

Model Assisted Statistics and Applications

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Research article

First published 2012-04

Generalized Autoregressive Conditional Heteroskedastic Model for Water Quality Analyses and Time Series Investigation in Reservoir Watersheds

Edward Ming-Yang Wu, Shu-Lung Kuo, Wen-Cheng Liu

Environmental Engineering Science

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Research article

First published 2020-10-21

RETRACTED: Analysis of financial market trend based on autoregressive conditional heteroscedastic model and BP neural network prediction

Xin Zhang

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

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