Jakarta Islamic Index Stock Volatility and Forecasting Using Realized GARCH Model by Muhammad Faturrahman Aria Bisma, Faizul Mubarok

Subjects: “…garch, volatility, jakarta islamic index, return, stock.…”
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Estimasi Nilai AVaR Menggunakan Model GJR dan Model GARCH by Komang Dharmawan

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Forecasting Analysis of Stock Prices on European Markets Using the ARIMA-GARCH Model by Alžběta Zíková, Jitka Veselá

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Forecasting Volatility of Energy Commodities: Comparison of GARCH Models with Support Vector Regression by Marcin Fałdziński, Piotr Fiszeder, Witold Orzeszko

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Modeling the exchange rate of the euro against the dollar using the ARCH/GARCH models by Kovačević Radovan

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Daily Semiparametric GARCH Model Estimation Using Intraday High-Frequency Data by Fangrou Chai, Yuan Li, Xingfa Zhang, Zhongxiu Chen

Subjects: “…semiparametric GARCH model…”
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Modeling of Jakarta Islamic Index Stock Volatility Return Pattern with Garch Model by Faizul Mubarok, Muhammad Faturrahman Aria Bisma

Subjects: “…garch, volatility, jakarta islamic index, return, stock…”
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Pair Trading in Tehran Stock Exchange based on Smooth Transition GARCH Model by Saeed Bajalan, Reza Eyvazlu, Guilda Akbari

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Forecasting exchange rate volatility with monetary fundamentals: A GARCH-MIDAS approach by Patience Eyo Eniayewu, Gideon Tukura Samuel, Jeremiah Dandaura Joshua, Bazitei Tuapreghe Samuel, Bishara Saidu Dogo, Umar Yusuf, Rosemond Onyinye Ihekuna, Chioma Reacheal Mevweroso

“…Based on the available data frequency for the series, the GARCH-MIDAS model which allows for mixed data sampling thereby circumventing information loss or any associated bias is employed for both in-sample and out-of-sample forecast evaluations. …”
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Modelling and forecasting the volatility of bitcoin futures: the role of distributional assumption in GARCH models by Samuel Asante Gyamerah, Collins Abaitey

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Ornstein-Uhlenbeck process and GARCH model for temperature forecasting in weather derivatives valuation by Žmuk Berislav, Kovač Matej

Subjects: “…garch model…”
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Examination of Dynamic Correlation between Major Assets in Iran by DCC-GARCH Approach by Shadi Amiri, masoud homayounifar, Mostafa karimzadeh, Mohammad Ali Falahi

Subjects: “…dcc-garch…”
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VOLATILITAS HARGA BAWANG DI JAWA BARAT DENGAN METODE ARCH/GARCH by Ranti Pramushinta Kurnia, Abdullah Ahmad Dzikrullah

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Volatility research of nickel futures and spot prices based on copula-GARCH model by Shuifeng Hong, Shuifeng Hong, Yimin Luo, Mengya Li, Dajian Qin

Subjects: “…Copula-GARCH model…”
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TESTING VOLATILITY CHANGES USING GARCH MODELS IN THE CASE OF NETHERLANDS STOCK MARKET by JATIN TRIVEDI, Associate Professor, Ph.D, CRISTI SPULBAR, Professor Ph.D, RACHANA BAID, Professor Ph.D, RAMONA BIRAU, Lecturer Ph.D, ANCA IOANA IACOB (TROTO), PhD student

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Identifying the Determinants of Crude Oil Market Volatility by the Multivariate GARCH-MIDAS Model by O-Chia Chuang, Chenxu Yang

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Modelling International Tourist Arrivals Volatility in Zimbabwe Using a GARCH Process by Tendi Makoni, Delson Chikobvu

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Interest rate risk of Chinese commercial banks based on the GARCH-EVT model by Xin Chen, Zhangming Shan, Decai Tang, Biao Zhou, Valentina Boamah

“…The study applies two-stage approaches, combining GARCH-type models with extreme value theory. Firstly, the Markov regime switching model is used to test the regime states of the series. …”
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MODEL VOLATILITAS SAHAM LQ45 DENGAN PENDEKATAN MARKOV-SWITCHING GARCH by Ermanely Ermanely, Dodi Devianto, Ferra Yanuar

Subjects: “…garch…”
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A Finite Mixture GARCH Approach with EM Algorithm for Energy Forecasting Applications by Yang Zhang, Yidong Peng, Xiuli Qu, Jing Shi, Ergin Erdem

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