Price discovery in the cryptocurrency option market: A univariate GARCH approach by Pierre J. Venter, Eben Mare, Edson Pindza

Subjects: “…garch…”
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Analyzing volatility of rice price in Indonesia using ARCH/GARCH model by Ahmad Muslim

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Adaptive wavelet estimations for the derivative of a density in GARCH-type model by Kaikai Cao, Jingyi Wei

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Analyzing volatility of rice price in Indonesia using ARCH/GARCH model by Ahmad Muslim

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The Use of GARCH Autoregressive Models in Estimating and Forecasting the Crude Oil Volatility by Radu-Cristian MUȘETESCU, George-Eduard GRIGORE, Simona NICOLAE

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Efecto diversificación y volatilidad Garch en portafolios de inversión by Pedro Pablo Chambi Condori

“…Resultados: La muestra seleccionada estuvo conformado por 8 títulos que forman parte del Índice Selectivo de la Bolsa de Valores de Lima, series de tiempo financieras con las que se ha organizado cinco portafolios de inversión variando en cada uno de ellos el número de títulos y registrando la varianza para cada caso a las que se ha aplicado el análisis estadístico descriptivo, obteniendo la rentabilidad esperada y su volatilidad GARCH. Conclusiones: En la estructuración de carteras de inversión, aplicando la teoría de diversificación, tal cual mostrado en los resultados de la tabla 2, el efecto reducción de la volatilidad es de singular importancia para los agentes estructuradores de inversión y para los agentes inversionistas, dado que contribuye al objetivo de minimización del riesgo y la maximización de la rentabilidad. …”
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The Volatility Assessment of CO2 Emissions in Uzbekistan: ARCH/GARCH Models by Bekhzod Kuziboev, Petra Vysušilová, Raufhon Salahodjaev, Alibek Rajabov, Tukhtabek Rakhimov

Subjects: “…CO2 Emissions, Volatility, ARCH, GARCH, Uzbekistan…”
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Estimation of the Value of Risky Stocks (Using Conditional Copila-Garch Method) by mirhossein mousavi, Hossein Raghfar, Mansooreh Mohseni

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GARCH-Type Models on the Volatility of Indonesian Cocoa’s Spot Price Returns by Saarce Elsye Hatane

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The exponentiated half logistic skew-t distribution with GARCH-type volatility models by O.D. Adubisi, A. Abdulkadir, U.A. Farouk, H. Chiroma

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Analyzing volatility of rice price in Indonesia using ARCH/GARCH model by Ahmad Muslim

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Local Scale Models: State Space Alternative to Integrated GARCH Processes. by Shephard, N

Local scale models: state space alternative to integrated GARCH processes by Shephard, N

Dependence modeling and portfolio risk estimation using GARCH-copula approach by Ruzanna Ab Razak, Noriszura Ismail

“…Furthermore, this study proposes a set of procedures on how portfolio risks can be estimated using VaR based on the ARMA(p,q)-GARCH(1,1)-t-copula models including backtesting via simulation.…”
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Generalised Autoregressive Conditional Heteroscedasticity (Garch) Models For Stock Market Volatility by Choo, Wei Chong

Subjects: “…GARCH model - Evaluation…”
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Financial volatility and bank stock returns: an Armax-Garch-M modelling by Hooy, Chee Wooi, Tan, Hui Boon

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Modelling of crude oil prices using hybrid arima-garch model by Hashim, Napishah

“…The models investigated are GARCH and hybrid ARIMA-GARCH model. In parameter estimation, Maximum Likelihood Estimation (MLE) is the preferred technique for GARCH models while Ordinary Least Squares Estimation (OLS) and MLE will be used for hybrid ARIMA-GARCH models. …”
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Estimation of the nearly unit root processes with GARCH errors and a drift(带有GARCH误差和趋势项的近单位根过程的估计) by YUANYuze(袁裕泽)

Subjects: “…garch…”
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On the relationship between inflation rate and inflation uncertainty : an application of the GARCH family models = Hubungan antara kadar inflasi dan kemeruapan inflasi : satu aplikasi model keluarga GARCH by Abu Hassan Shaari Mohd Nor, Tan, Yan Ling, Fauziah Maarof

“…The main objective of this paper is to explore the varying volatility dynamic of inflation rate in Malaysia for the period from January 1980 to December 2004. The GARCH, GARCH-Mean, EGARCH and EGARCH-Mean models are used to capture the stochastic variation and asymmetries in the economic instruments. …”
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Application of arima and garch models in forecasting crude oil prices [electronic resource] / by Lee, Chee Nian, 1985-, Fakulti Sains