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Research article

First published 2019-2

A GARCH model with modified grey prediction model for US stock return volatility

Ting-Cheng Chang, Hui Wang, Suyi Yu

Journal of Computational Methods in Sciences and Engineering

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Research article

First published 2010-7

Forecasting Stock Market Volatility of Bse-30 Index Using Garch Models

P. Srinivasan, P. Ibrahim

Asia-Pacific Journal of Management Research and Innovation

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Research article

First published 2017-4

Macroeconomic Determinants of Volatility for the Gold Price in Ethiopia: The Application of GARCH and EWMA Volatility Models

Amare Wubishet Ayele, Emmanuel Gabreyohannes, Yohannes Yebabe Tesfay

Global Business Review

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Research article

First published 2015-6

Two Cholesky-log-GARCH models for multivariate volatilities

Xanthi Pedeli, Konstantinos Fokianos, Mohsen Pourahmadi

Statistical Modelling

Open access

Research article

First published 2020-11

Structural nonlinear damage identification using penalty conversion index of GARCH model

Hui-Yong Guo, Heng Zuo

Advances in Mechanical Engineering

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Research article

First published 2021-02-02

Simulation analysis of financial stock market based on machine learning and GARCH model

Jie Tian, Yaoqiang Wang, Wenjing Cui [...]

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

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Research article

First published 2025-12

An Empirical Investigation of the Volatility Dynamics of SENSEX and GREENEX Using the GARCH Model

Saba Abid, Vardah Saghir, Sana Beg

Asia-Pacific Journal of Management Research and Innovation

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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

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Research article

First published 2022-8

Statistical Analysis of Price Volatility of Agricultural Commodities Traded at the Ethiopian Commodity Exchange (ECX) Using Multiplicative GARCH-MIDAS Two-component Model

Teshome Hailemeskel Abebe, Emmanuel Gabreyohannes Woldesenbet, Belaineh Legesse Zeleke

Global Business Review

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Research article

First published 2024-3

Structural nonlinear damage identification based on the information distance of GNPAX/GARCH model and its experimental study

Heng Zuo, Huiyong Guo

Structural Health Monitoring

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