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Search: subject:"GAS model"
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Lattice gas model
14
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10
Pedestrian flow
10
Forecasting model
9
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9
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7
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7
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Nagatani, Takashi
8
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3
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3
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3
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3
Jiang, Rui
3
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3
Wu, Qing-Song
3
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
Mashiko, Takashi
2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Physica A: Statistical Mechanics and its Applications
25
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1
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1
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1
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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RePEc
31
ECONIS (ZBW)
14
EconStor
3
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10
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48
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date (oldest first)
1
GAS or GARCH : a comparison of density and VaR forecasts in Turkish FX and stock markets
Özgül, Ali
- In:
Istanbul business research
54
(
2025
)
1
,
pp. 58-86
This paper compares the renowned GARCH model with a novel one, the Generalized Autoregressive Score (
GAS
)
model
in …
Persistent link: https://www.econbiz.de/10015411633
Saved in:
2
Modelling and forecasting risk dependence and portfolio VaR for cryptocurrencies
Cheng, Jie
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
2
,
pp. 899-924
Persistent link: https://www.econbiz.de/10014329089
Saved in:
3
Volatility forecasting using quasi-score-driven models with an application to the coronavirus pandemic period
Ayala, Astrid
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
5
,
pp. 785-805
Persistent link: https://www.econbiz.de/10015437662
Saved in:
4
Emerging Asia LNG demand
Fulwood, Mike
;
Henderson, James
;
Gomes, Ieda
;
Lambert, …
-
2020
Persistent link: https://www.econbiz.de/10012313739
Saved in:
5
Business cycle spatial synchronization : measuring a synchronization parameter
Fukui, Shinya
-
2020
Persistent link: https://www.econbiz.de/10012655560
Saved in:
6
Emerging Asia LNG demand
Fulwood, Mike
;
Henderson, James
;
Gomes, Ieda
;
Lambert, …
-
2020
forecasts generated by our World
Gas
Model
, the document provides a useful reference of current perceptions of future prospects …
Persistent link: https://www.econbiz.de/10012663571
Saved in:
7
Forecasting nonlinear dependency between cryptocurrencies and foreign exchange markets using dynamic copula : evidence from GAS models
Mili, Mehdi
;
Bouteska, Ahmed
- In:
The journal of risk finance : JRF
24
(
2023
)
4
,
pp. 464-482
Persistent link: https://www.econbiz.de/10014338629
Saved in:
8
Tail risk forecasting of realized volatility CAViaR models
Chen, Cathy W. S.
;
Hsu, Hsiao-Yun
;
Watanabe, Toshiaki
- In:
Finance research letters
51
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014304842
Saved in:
9
Forecasting inflation time series using score-driven dynamic models and combination methods : the case of Brazil
Castro, Carlos Henrique Dias Cordeiro de
;
Aiube, …
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 369-401
Persistent link: https://www.econbiz.de/10014292183
Saved in:
10
Dynamic dependence and risk spillovers between RMB onshore spot and offshore NDF markets
Lin, Juan
;
Wu, Ximing
;
Yang, Panye
- In:
Applied economics
54
(
2022
)
60
,
pp. 6850-6862
Persistent link: https://www.econbiz.de/10013494324
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