Structure and asymptotic theory for nonlinear models with GARCH errors by Felix Chan, Michael McAleer, Marcelo C. Medeiros

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Editorial: European Conference on Neutron Scattering 2023 in Garching by Lommatzsch Ina, Holderer Olaf, Frielinghaus Henrich, Su Yixi, Pedersen Björn, Meven Martin, Busch Sebastian, Stieghorst Christian, Senyshyn Anatoliy, Georgii Robert, Märkisch Bastian, Pasini Stefano, Förster Stephan, Müller Martin, Müller-Buschbaum Peter

“…This edition of the European Conference on Neutron Scattering, which is held every four years, took place in Garching, Germany and gathered over 500 people from all areas of neutron science. …”
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Changes of structure in financial time series and the Garch model by Thomas Mikosch, Cătălin Stărică

“… In this paper we propose a goodness of fit test that checks the resemblance of the spectral density of a GARCH process to that of the log-returns. The asymptotic behavior of the test statistics are given by a functional central limit theorem for the integrated periodogram of the data. …”
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Forecasting the Volatility of the Cryptocurrency Market by GARCH and Stochastic Volatility by Jong-Min Kim, Chulhee Jun, Junyoup Lee

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East Asian Financial Contagion under DCC-Garch by J. H. Cho, Ali M. Parhizgari

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Measurement of Risk Based on QR-GARCH-EVT Model by Duan Jun, Zhang Baoshuai

“…This paper described the volatility characteristic of the rate of return of financial asset by using QR-GARCH model, through introducing EVT model and constructing the extreme risk measure model based on QR-GARCH-EVT. …”
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Shrinkage Estimation of Linear Regression Models with GARCH Errors by S. Hossain, M. Ghahramani

Subjects: “…Stein-type shrinkage; likelihood ratio test; linear regression model; GARCH error; asymptotic bias; asymptotic risk.…”
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Forecasting Bitcoin Spikes: A GARCH-SVM Approach by Theophilos Papadimitriou, Periklis Gogas, Athanasios Fotios Athanasiou

“…Instead of the unconditional historic standard deviation that is usually used, in this paper, we utilized a GARCH(p,q) model to derive the conditional standard deviation. …”
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Multivariate Asymmetric GARCH Model with Dynamic Correlation Matrix by Ju. S. Trifonov, B. S. Potanin

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A simulation study on the distributions of disturbances in the GARCH model by Lingbing Feng, Yanlin Shi

Subjects: “…garch model…”
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Calculating Value at Risk: DCC-GARCH-Copula Approach by Reza Taleblou, Mohammad Mahdi Davoudi

Subjects: “…multivariate garch…”
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ESG Volatility Prediction Using GARCH and LSTM Models by Mishra Akshay Kumar, Kumar Rahul, Bal Debi Prasad

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Different GARCH models analysis of returns and volatility in Bitcoin by Changlin Wang

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Modelling the volatility of Bitcoin returns using GARCH models by Samuel Asante Gyamerah

“…This paper evaluates the volatility of Bitcoin returns using three GARCH models (sGARCH, iGARCH, and tGARCH). The new development allows for the modeling of volatility clustering effects, the leptokurtic and the skewed distribution in the return series of Bitcoin. …”
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The Efficiency of GARCH Models in Realizing Value at Risk Estimates by Tomáš JEŘÁBEK

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GARCH PROOF OF CONCEPT _ UPDATED 18 DEC 2008 by Datta, Shoumen

Subjects: “…Forecasting, SCM, demand amplification, risk management, intelligent decision systems, auto-id, GARCH…”
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Modelling the price dynamics of cryptocurrencies with GARCH and SVCJ models by Zhao, Zhun

“…Generalised Autoregressive Conditional Heteroskedasticity (GARCH)-type models and Stochastic Volatility with Correlated Jumps (SVCJ) model are used to capture the price dynamics of three popular CCs. …”
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Performance of GARCH models in forecasting stock market volatility. by Choo, Wei Chong, Ahmad, Muhammad Idrees, Abdullah, Mat Yusoff

“…The models are stationary GARCH, unconstrained GARCH, non-negative GARCH, GARCH-M, exponential GARCH and integrated GARCH. …”
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Symmetric and asymmetric garch models for forecasting the prices of gold by Pung, Yean Ping

“…This study considers five models from the GARCH-family namely the Generalized Autoregressive Conditional Heteroscedasticity (GARCH (p, q)), GARCH-M, Power of GARCH (PGARCH), Threshold GARCH (TGARCH) and Exponential GARCH (EGARCH). …”
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Symmetric and asymmetric garch models for forecasting the prices of gold by Pung, Yean Ping