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Forecasting agricultural price...
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1
A correcting note on
forecasting
conditional variance using
ARIMA
vs. GARCH model
Azimi, Mohammad Naim
;
Shahidzada, Seyed Farhad
- In:
International journal of economics and finance
11
(
2019
)
5
,
pp. 145-152
Persistent link: https://www.econbiz.de/10012012282
Saved in:
2
Estimating and
forecasting
bitcoin daily prices using
ARIMA
-GARCH models
Phung Duy Quang
;
Oanh Nguyen Thi
;
Phuong Hao Le Thi
; …
- In:
Business analyst journal : BAJ
45
(
2024
)
1
,
pp. 11-23
Persistent link: https://www.econbiz.de/10015188090
Saved in:
3
Forecasting
the Sensex and Nifty indices using
ARIMA
and GARCH models
Tejesh H. R.
;
Jeelan Basha V.
- In:
Mudra : journal of finance and accounting
10
(
2023
)
1
,
pp. 57-75
Persistent link: https://www.econbiz.de/10014372845
Saved in:
4
Dynamic interaction between historical and implied
volatility
in the Indian option market
Viswanathan, T.
;
Sriram, R.
;
Mukherjee, Prathana
- In:
International journal of public sector performance …
8
(
2021
)
1/2
,
pp. 128-144
Persistent link: https://www.econbiz.de/10012696739
Saved in:
5
Forecasting
volatility
by using wavelet transform,
ARIMA
and GARCH models
Rubio, Lihki
;
Palacio Pinedo, Adriana
;
Mejía Castaño, …
- In:
Eurasian economic review : a journal in applied …
13
(
2023
)
3/4
,
pp. 803-830
Persistent link: https://www.econbiz.de/10014452054
Saved in:
6
The role of the U.S. exchange-rate equity market
volatility
on agricultural exports and forecasts
Addey, Kwame Asiam
;
Nganje, William
- In:
Canadian journal of agricultural economics : CJAE
71
(
2023
)
1
,
pp. 25-47
Persistent link: https://www.econbiz.de/10014310629
Saved in:
7
Forecasting
volatility
of stock indices with ARCH model
Alam, Md. Zahangir
;
Siddikee, Md. Noman
;
Masukujjaman, Md.
- In:
International journal of financial research
4
(
2013
)
2
,
pp. 126-143
Persistent link: https://www.econbiz.de/10010205105
Saved in:
8
The global component of inflation
volatility
Carriero, Andrea
;
Corsello, Francesco
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
4
,
pp. 700-721
Persistent link: https://www.econbiz.de/10013332682
Saved in:
9
The influence of different financial market regimes on the dynamic estimation of GARCH
volatility
model parameters and
volatility
forecasting
Viljoen, Helena
;
Conradie, Willie J.
;
Britz, Monique-Mari
- In:
Journal for studies in economics and econometrics : SEE
46
(
2022
)
3
,
pp. 169-184
Persistent link: https://www.econbiz.de/10013482379
Saved in:
10
Structural breaks and GARCH models of exchange rate
volatility
: re-examination and extension
Hasanov, Akram Shavkatovich
;
Brooks, Robert
;
Abrorov, …
- In:
Journal of applied econometrics
39
(
2024
)
7
,
pp. 1403-1407
Persistent link: https://www.econbiz.de/10015156866
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