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You searched for subject:(GARCH models). Showing records 1 – 30 of 92 total matches.

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Addis Ababa University

1. LEYKUN, GETANEH. FORECASTING OF PETROLEUM OIL IMPORT PRICES BY GARCH MODELS: THE CASE OF ETHIOPIA .

Degree: 2013, Addis Ababa University

 The price of oil affects everyone, everyday. Petroleum oil (oil) is an important energy commodity to mankind. Several causes have made petroleum oil prices to… (more)

Subjects/Keywords: GARCH MODELS:; PETROLEUM

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APA (6th Edition):

LEYKUN, G. (2013). FORECASTING OF PETROLEUM OIL IMPORT PRICES BY GARCH MODELS: THE CASE OF ETHIOPIA . (Thesis). Addis Ababa University. Retrieved from http://etd.aau.edu.et/dspace/handle/123456789/223

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

LEYKUN, GETANEH. “FORECASTING OF PETROLEUM OIL IMPORT PRICES BY GARCH MODELS: THE CASE OF ETHIOPIA .” 2013. Thesis, Addis Ababa University. Accessed October 18, 2019. http://etd.aau.edu.et/dspace/handle/123456789/223.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

LEYKUN, GETANEH. “FORECASTING OF PETROLEUM OIL IMPORT PRICES BY GARCH MODELS: THE CASE OF ETHIOPIA .” 2013. Web. 18 Oct 2019.

Vancouver:

LEYKUN G. FORECASTING OF PETROLEUM OIL IMPORT PRICES BY GARCH MODELS: THE CASE OF ETHIOPIA . [Internet] [Thesis]. Addis Ababa University; 2013. [cited 2019 Oct 18]. Available from: http://etd.aau.edu.et/dspace/handle/123456789/223.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

LEYKUN G. FORECASTING OF PETROLEUM OIL IMPORT PRICES BY GARCH MODELS: THE CASE OF ETHIOPIA . [Thesis]. Addis Ababa University; 2013. Available from: http://etd.aau.edu.et/dspace/handle/123456789/223

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Uppsala University

2. Han, Yang. Modeling and forecasting volatility of Shanghai Stock Exchange with GARCH family models.

Degree: Statistics, 2011, Uppsala University

  This paper discusses the performance of modeling and forecasting volatility ofdaily stock returns of A-shares in Shanghai Stock Exchange. The volatility is modeledby GARCH(more)

Subjects/Keywords: Volatility GARCH models

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APA (6th Edition):

Han, Y. (2011). Modeling and forecasting volatility of Shanghai Stock Exchange with GARCH family models. (Thesis). Uppsala University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-155066

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Han, Yang. “Modeling and forecasting volatility of Shanghai Stock Exchange with GARCH family models.” 2011. Thesis, Uppsala University. Accessed October 18, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-155066.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Han, Yang. “Modeling and forecasting volatility of Shanghai Stock Exchange with GARCH family models.” 2011. Web. 18 Oct 2019.

Vancouver:

Han Y. Modeling and forecasting volatility of Shanghai Stock Exchange with GARCH family models. [Internet] [Thesis]. Uppsala University; 2011. [cited 2019 Oct 18]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-155066.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Han Y. Modeling and forecasting volatility of Shanghai Stock Exchange with GARCH family models. [Thesis]. Uppsala University; 2011. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-155066

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

3. Μαρινάκος, Γεώργιος. Έλεγχος στο Capital Asset Pricing Model. Μοντέλα GARCH.

Degree: 2008, University of Patras

Βασικός στόχος αυτής τη εργασίας είναι να παρουσιάσει με λεπτομερή και τεκμηριωμένο τρόπο την διαδικασία που ακολουθεί ένας χρηματοοικονομικός αναλυτής έτσι ώστε να προσδιορίσει την… (more)

Subjects/Keywords: Πρόβλεψη διεκύμανσης; Μοντέλα GARCH; 332.678; Forecast of the variance; GARCH models

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APA (6th Edition):

Μαρινάκος, . (2008). Έλεγχος στο Capital Asset Pricing Model. Μοντέλα GARCH. (Masters Thesis). University of Patras. Retrieved from http://nemertes.lis.upatras.gr/jspui/handle/10889/1225

Chicago Manual of Style (16th Edition):

Μαρινάκος, Γεώργιος. “Έλεγχος στο Capital Asset Pricing Model. Μοντέλα GARCH.” 2008. Masters Thesis, University of Patras. Accessed October 18, 2019. http://nemertes.lis.upatras.gr/jspui/handle/10889/1225.

MLA Handbook (7th Edition):

Μαρινάκος, Γεώργιος. “Έλεγχος στο Capital Asset Pricing Model. Μοντέλα GARCH.” 2008. Web. 18 Oct 2019.

Vancouver:

Μαρινάκος . Έλεγχος στο Capital Asset Pricing Model. Μοντέλα GARCH. [Internet] [Masters thesis]. University of Patras; 2008. [cited 2019 Oct 18]. Available from: http://nemertes.lis.upatras.gr/jspui/handle/10889/1225.

Council of Science Editors:

Μαρινάκος . Έλεγχος στο Capital Asset Pricing Model. Μοντέλα GARCH. [Masters Thesis]. University of Patras; 2008. Available from: http://nemertes.lis.upatras.gr/jspui/handle/10889/1225

4. Rojas Duran, William Gonzalo. Modelo GARCH com mudança de regime markoviano para séries financeiras.

Degree: Mestrado, Estatística, 2014, University of São Paulo

Neste trabalho analisaremos a utilização dos modelos de mudança de regime markoviano para a variância condicional. Estes modelos podem estimar de maneira fácil e inteligente… (more)

Subjects/Keywords: GARCH models; Markov regime switching; Modelos GARCH; Mudança de regime markoviano; Volatilidade; Volatility

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APA (6th Edition):

Rojas Duran, W. G. (2014). Modelo GARCH com mudança de regime markoviano para séries financeiras. (Masters Thesis). University of São Paulo. Retrieved from http://www.teses.usp.br/teses/disponiveis/45/45133/tde-02072014-122143/ ;

Chicago Manual of Style (16th Edition):

Rojas Duran, William Gonzalo. “Modelo GARCH com mudança de regime markoviano para séries financeiras.” 2014. Masters Thesis, University of São Paulo. Accessed October 18, 2019. http://www.teses.usp.br/teses/disponiveis/45/45133/tde-02072014-122143/ ;.

MLA Handbook (7th Edition):

Rojas Duran, William Gonzalo. “Modelo GARCH com mudança de regime markoviano para séries financeiras.” 2014. Web. 18 Oct 2019.

Vancouver:

Rojas Duran WG. Modelo GARCH com mudança de regime markoviano para séries financeiras. [Internet] [Masters thesis]. University of São Paulo; 2014. [cited 2019 Oct 18]. Available from: http://www.teses.usp.br/teses/disponiveis/45/45133/tde-02072014-122143/ ;.

Council of Science Editors:

Rojas Duran WG. Modelo GARCH com mudança de regime markoviano para séries financeiras. [Masters Thesis]. University of São Paulo; 2014. Available from: http://www.teses.usp.br/teses/disponiveis/45/45133/tde-02072014-122143/ ;

5. Rossi, João Luiz. Seleção de modelos cópula-GARCH: uma abordagem bayesiana.

Degree: Mestrado, Ciências de Computação e Matemática Computacional, 2012, University of São Paulo

Esta dissertação teve como objetivo o estudo de modelos para séries temporais bivariadas, que tem a estrutura de dependência determinada por meio de funções de… (more)

Subjects/Keywords: Asymmetric models; Copulas; Cópulas; DIC; DIC; GARCH; GARCH; Model selection; Modelos assimétricos; Seleção de modelos

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APA (6th Edition):

Rossi, J. L. (2012). Seleção de modelos cópula-GARCH: uma abordagem bayesiana. (Masters Thesis). University of São Paulo. Retrieved from http://www.teses.usp.br/teses/disponiveis/55/55134/tde-25072012-164417/ ;

Chicago Manual of Style (16th Edition):

Rossi, João Luiz. “Seleção de modelos cópula-GARCH: uma abordagem bayesiana.” 2012. Masters Thesis, University of São Paulo. Accessed October 18, 2019. http://www.teses.usp.br/teses/disponiveis/55/55134/tde-25072012-164417/ ;.

MLA Handbook (7th Edition):

Rossi, João Luiz. “Seleção de modelos cópula-GARCH: uma abordagem bayesiana.” 2012. Web. 18 Oct 2019.

Vancouver:

Rossi JL. Seleção de modelos cópula-GARCH: uma abordagem bayesiana. [Internet] [Masters thesis]. University of São Paulo; 2012. [cited 2019 Oct 18]. Available from: http://www.teses.usp.br/teses/disponiveis/55/55134/tde-25072012-164417/ ;.

Council of Science Editors:

Rossi JL. Seleção de modelos cópula-GARCH: uma abordagem bayesiana. [Masters Thesis]. University of São Paulo; 2012. Available from: http://www.teses.usp.br/teses/disponiveis/55/55134/tde-25072012-164417/ ;


University of Helsinki

6. Lindblad, Annika. Inflation and inflation uncertainty in Finland, Germany and Sweden.

Degree: Department of Economic and Political Studies: Economics: Econometrics; Helsingfors universitet, Institutionen för ekonomi och politik: Nationalekonomi: Ekonometriska linjen i nationalekonomi, 2010, University of Helsinki

This thesis considers the relationship between inflation and inflation uncertainty in Finland, Germany and Sweden in the past 35 years. The hypotheses by Friedman (1976)… (more)

Subjects/Keywords: inflation; inflation uncertainty; inflation targeting; the EMU; GARCH models; inflation; inflation uncertainty; inflation targeting; the EMU; GARCH models

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APA (6th Edition):

Lindblad, A. (2010). Inflation and inflation uncertainty in Finland, Germany and Sweden. (Masters Thesis). University of Helsinki. Retrieved from http://hdl.handle.net/10138/17238

Chicago Manual of Style (16th Edition):

Lindblad, Annika. “Inflation and inflation uncertainty in Finland, Germany and Sweden.” 2010. Masters Thesis, University of Helsinki. Accessed October 18, 2019. http://hdl.handle.net/10138/17238.

MLA Handbook (7th Edition):

Lindblad, Annika. “Inflation and inflation uncertainty in Finland, Germany and Sweden.” 2010. Web. 18 Oct 2019.

Vancouver:

Lindblad A. Inflation and inflation uncertainty in Finland, Germany and Sweden. [Internet] [Masters thesis]. University of Helsinki; 2010. [cited 2019 Oct 18]. Available from: http://hdl.handle.net/10138/17238.

Council of Science Editors:

Lindblad A. Inflation and inflation uncertainty in Finland, Germany and Sweden. [Masters Thesis]. University of Helsinki; 2010. Available from: http://hdl.handle.net/10138/17238

7. Stoupos, Nikolaos. Expanding eurozone or not?.

Degree: 2019, Πανεπιστήμιο Μακεδονίας

The European Project was the most important challenge after the end of World War II in the European continent. However, the European integration has been… (more)

Subjects/Keywords: Ευρωζώνη; Συναλλαγματικές ισοτιμίες ισοροπίας; Μοντέλα GARCH; Ευρωπαϊκή ενοποίηση; Μοντέλιο διόρθωσης σφάλματος; Eurozone; Exchange rates; Garch models; European integration; Error correction models

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APA (6th Edition):

Stoupos, N. (2019). Expanding eurozone or not?. (Thesis). Πανεπιστήμιο Μακεδονίας. Retrieved from http://hdl.handle.net/10442/hedi/45352

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Stoupos, Nikolaos. “Expanding eurozone or not?.” 2019. Thesis, Πανεπιστήμιο Μακεδονίας. Accessed October 18, 2019. http://hdl.handle.net/10442/hedi/45352.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Stoupos, Nikolaos. “Expanding eurozone or not?.” 2019. Web. 18 Oct 2019.

Vancouver:

Stoupos N. Expanding eurozone or not?. [Internet] [Thesis]. Πανεπιστήμιο Μακεδονίας; 2019. [cited 2019 Oct 18]. Available from: http://hdl.handle.net/10442/hedi/45352.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Stoupos N. Expanding eurozone or not?. [Thesis]. Πανεπιστήμιο Μακεδονίας; 2019. Available from: http://hdl.handle.net/10442/hedi/45352

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

8. Hughes, Elisha Rae. Existence, uniqueness, stochastic stability, and estimation theory of multivariate GARCH models.

Degree: PhD, Mathematics, 2011, University of Utah

 Recent economic crises have exposed a critical need for appropriate methods to measure, model, and predict financial volatility. Generalized autoregressive conditional heteroskedastic (GARCH) models have… (more)

Subjects/Keywords: GARCH models; Multivariate

…x28;GARCH) models, pioneered by Engle [20] in 1982 and generalized by… …econometric models, in favor of the more flexible and general GARCH models. Extending the original… …applies to GARCH models that can be represented as stationary and ergodic martingale differences… …models, the GARCH models do not extend so easily to the multivariate framework. Analogous to… …sufficient conditions for equivalence of the vech and BEKK GARCH models, and they note that if Ht… 

Page 1 Page 2 Page 3 Page 4 Page 5 Page 6 Page 7

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APA (6th Edition):

Hughes, E. R. (2011). Existence, uniqueness, stochastic stability, and estimation theory of multivariate GARCH models. (Doctoral Dissertation). University of Utah. Retrieved from http://content.lib.utah.edu/cdm/singleitem/collection/etd3/id/150/rec/959

Chicago Manual of Style (16th Edition):

Hughes, Elisha Rae. “Existence, uniqueness, stochastic stability, and estimation theory of multivariate GARCH models.” 2011. Doctoral Dissertation, University of Utah. Accessed October 18, 2019. http://content.lib.utah.edu/cdm/singleitem/collection/etd3/id/150/rec/959.

MLA Handbook (7th Edition):

Hughes, Elisha Rae. “Existence, uniqueness, stochastic stability, and estimation theory of multivariate GARCH models.” 2011. Web. 18 Oct 2019.

Vancouver:

Hughes ER. Existence, uniqueness, stochastic stability, and estimation theory of multivariate GARCH models. [Internet] [Doctoral dissertation]. University of Utah; 2011. [cited 2019 Oct 18]. Available from: http://content.lib.utah.edu/cdm/singleitem/collection/etd3/id/150/rec/959.

Council of Science Editors:

Hughes ER. Existence, uniqueness, stochastic stability, and estimation theory of multivariate GARCH models. [Doctoral Dissertation]. University of Utah; 2011. Available from: http://content.lib.utah.edu/cdm/singleitem/collection/etd3/id/150/rec/959


NSYSU

9. Zeng, Han-jun. Structural Breaks and GARCH Models of Exchange Rate Return Volatilityï¼An Empirical Research of Asia & Pacific Countries.

Degree: Master, Economics, 2010, NSYSU

 Since the Bretton Woods System collapsed, the volatility of the exchange rate return has been an important and concerned issue in financial domain. The purpose… (more)

Subjects/Keywords: Structural breaks; GARCH models; exchange rate return; ICSS algorithm

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APA (6th Edition):

Zeng, H. (2010). Structural Breaks and GARCH Models of Exchange Rate Return Volatilityï¼An Empirical Research of Asia & Pacific Countries. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0625110-101419

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Zeng, Han-jun. “Structural Breaks and GARCH Models of Exchange Rate Return Volatilityï¼An Empirical Research of Asia & Pacific Countries.” 2010. Thesis, NSYSU. Accessed October 18, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0625110-101419.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Zeng, Han-jun. “Structural Breaks and GARCH Models of Exchange Rate Return Volatilityï¼An Empirical Research of Asia & Pacific Countries.” 2010. Web. 18 Oct 2019.

Vancouver:

Zeng H. Structural Breaks and GARCH Models of Exchange Rate Return Volatilityï¼An Empirical Research of Asia & Pacific Countries. [Internet] [Thesis]. NSYSU; 2010. [cited 2019 Oct 18]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0625110-101419.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Zeng H. Structural Breaks and GARCH Models of Exchange Rate Return Volatilityï¼An Empirical Research of Asia & Pacific Countries. [Thesis]. NSYSU; 2010. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0625110-101419

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Otago

10. Jiang, Yushuang. Modified GARCH Process and Variance Risk Premium .

Degree: University of Otago

 In this study, we modify the classical generalized autoregressive conditional heteroskedastic (GARCH) process by introducing a new uncertainty into the volatility process. We then change… (more)

Subjects/Keywords: GARCH option pricing models

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APA (6th Edition):

Jiang, Y. (n.d.). Modified GARCH Process and Variance Risk Premium . (Masters Thesis). University of Otago. Retrieved from http://hdl.handle.net/10523/5079

Note: this citation may be lacking information needed for this citation format:
No year of publication.

Chicago Manual of Style (16th Edition):

Jiang, Yushuang. “Modified GARCH Process and Variance Risk Premium .” Masters Thesis, University of Otago. Accessed October 18, 2019. http://hdl.handle.net/10523/5079.

Note: this citation may be lacking information needed for this citation format:
No year of publication.

MLA Handbook (7th Edition):

Jiang, Yushuang. “Modified GARCH Process and Variance Risk Premium .” Web. 18 Oct 2019.

Note: this citation may be lacking information needed for this citation format:
No year of publication.

Vancouver:

Jiang Y. Modified GARCH Process and Variance Risk Premium . [Internet] [Masters thesis]. University of Otago; [cited 2019 Oct 18]. Available from: http://hdl.handle.net/10523/5079.

Note: this citation may be lacking information needed for this citation format:
No year of publication.

Council of Science Editors:

Jiang Y. Modified GARCH Process and Variance Risk Premium . [Masters Thesis]. University of Otago; Available from: http://hdl.handle.net/10523/5079

Note: this citation may be lacking information needed for this citation format:
No year of publication.


University of Ottawa

11. Rahmani, Mohammadsaeid. Volatility Modelling Using Long-Memory- GARCH Models, Applications of S&P/TSX Composite Index .

Degree: 2016, University of Ottawa

 The statements that include sufficient detail to identify the probability distributions of future prices are asset price dynamics. In this research, using the empirical methods… (more)

Subjects/Keywords: Volatility Modelling; Long-memory; GARCH Models; Financial Time-series

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APA (6th Edition):

Rahmani, M. (2016). Volatility Modelling Using Long-Memory- GARCH Models, Applications of S&P/TSX Composite Index . (Thesis). University of Ottawa. Retrieved from http://hdl.handle.net/10393/35064

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Rahmani, Mohammadsaeid. “Volatility Modelling Using Long-Memory- GARCH Models, Applications of S&P/TSX Composite Index .” 2016. Thesis, University of Ottawa. Accessed October 18, 2019. http://hdl.handle.net/10393/35064.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Rahmani, Mohammadsaeid. “Volatility Modelling Using Long-Memory- GARCH Models, Applications of S&P/TSX Composite Index .” 2016. Web. 18 Oct 2019.

Vancouver:

Rahmani M. Volatility Modelling Using Long-Memory- GARCH Models, Applications of S&P/TSX Composite Index . [Internet] [Thesis]. University of Ottawa; 2016. [cited 2019 Oct 18]. Available from: http://hdl.handle.net/10393/35064.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Rahmani M. Volatility Modelling Using Long-Memory- GARCH Models, Applications of S&P/TSX Composite Index . [Thesis]. University of Ottawa; 2016. Available from: http://hdl.handle.net/10393/35064

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

12. Fioruci, José Augusto. Modelagem de volatilidade via modelos GARCH com erros assimétricos: abordagem Bayesiana.

Degree: Mestrado, Ciências de Computação e Matemática Computacional, 2012, University of São Paulo

A modelagem da volatilidade desempenha um papel fundamental em Econometria. Nesta dissertação são estudados a generalização dos modelos autorregressivos condicionalmente heterocedásticos conhecidos como GARCH e… (more)

Subjects/Keywords: Asymmetric distributions; Bayesian inference; Distribuições assimétricas; GARCH models; Inferência Bayesiana; Modelagem de volatilidade; Modelos GARCH; Séries temporais; Time series; Volatility modeling

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APA (6th Edition):

Fioruci, J. A. (2012). Modelagem de volatilidade via modelos GARCH com erros assimétricos: abordagem Bayesiana. (Masters Thesis). University of São Paulo. Retrieved from http://www.teses.usp.br/teses/disponiveis/55/55134/tde-05092012-101345/ ;

Chicago Manual of Style (16th Edition):

Fioruci, José Augusto. “Modelagem de volatilidade via modelos GARCH com erros assimétricos: abordagem Bayesiana.” 2012. Masters Thesis, University of São Paulo. Accessed October 18, 2019. http://www.teses.usp.br/teses/disponiveis/55/55134/tde-05092012-101345/ ;.

MLA Handbook (7th Edition):

Fioruci, José Augusto. “Modelagem de volatilidade via modelos GARCH com erros assimétricos: abordagem Bayesiana.” 2012. Web. 18 Oct 2019.

Vancouver:

Fioruci JA. Modelagem de volatilidade via modelos GARCH com erros assimétricos: abordagem Bayesiana. [Internet] [Masters thesis]. University of São Paulo; 2012. [cited 2019 Oct 18]. Available from: http://www.teses.usp.br/teses/disponiveis/55/55134/tde-05092012-101345/ ;.

Council of Science Editors:

Fioruci JA. Modelagem de volatilidade via modelos GARCH com erros assimétricos: abordagem Bayesiana. [Masters Thesis]. University of São Paulo; 2012. Available from: http://www.teses.usp.br/teses/disponiveis/55/55134/tde-05092012-101345/ ;

13. Rossetti, Nara. Análise da volatilidade dos mercados de renda fixa e renda variável de países emergentes e desenvolvidos no período de 2000 a 2011.

Degree: PhD, Economia, Organizações e Gestão do Conhecimento, 2013, University of São Paulo

O presente trabalho analisou as volatilidades dos mercados de renda fixa e variável de onze países, sendo eles: Brasil, Rússia, Índia, China, África do Sul… (more)

Subjects/Keywords: ARCH-GARCH models; Emerging Countries; Income fixed; Modelos ARCH-GARCH; Países emergentes; Renda fixa; Renda variável; Stock Market; Volatilidade; Volatility

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APA (6th Edition):

Rossetti, N. (2013). Análise da volatilidade dos mercados de renda fixa e renda variável de países emergentes e desenvolvidos no período de 2000 a 2011. (Doctoral Dissertation). University of São Paulo. Retrieved from http://www.teses.usp.br/teses/disponiveis/18/18157/tde-10092015-094310/ ;

Chicago Manual of Style (16th Edition):

Rossetti, Nara. “Análise da volatilidade dos mercados de renda fixa e renda variável de países emergentes e desenvolvidos no período de 2000 a 2011.” 2013. Doctoral Dissertation, University of São Paulo. Accessed October 18, 2019. http://www.teses.usp.br/teses/disponiveis/18/18157/tde-10092015-094310/ ;.

MLA Handbook (7th Edition):

Rossetti, Nara. “Análise da volatilidade dos mercados de renda fixa e renda variável de países emergentes e desenvolvidos no período de 2000 a 2011.” 2013. Web. 18 Oct 2019.

Vancouver:

Rossetti N. Análise da volatilidade dos mercados de renda fixa e renda variável de países emergentes e desenvolvidos no período de 2000 a 2011. [Internet] [Doctoral dissertation]. University of São Paulo; 2013. [cited 2019 Oct 18]. Available from: http://www.teses.usp.br/teses/disponiveis/18/18157/tde-10092015-094310/ ;.

Council of Science Editors:

Rossetti N. Análise da volatilidade dos mercados de renda fixa e renda variável de países emergentes e desenvolvidos no período de 2000 a 2011. [Doctoral Dissertation]. University of São Paulo; 2013. Available from: http://www.teses.usp.br/teses/disponiveis/18/18157/tde-10092015-094310/ ;

14. Δελλής, Μάριος - Αλέξανδρος. Η Επιτροπή της Βασιλείας και ο κίνδυνος της αγοράς.

Degree: 2010, University of Patras

Στην εργασία αυτή προσεγγίζεται μια μέθοδος ιδιαίτερα γνωστή στον χρηματοπιστωτικό τομέα, με την οποία γίνεται αποτίμηση της αξίας σε κίνδυνο, Value at Risk, που είναι… (more)

Subjects/Keywords: Επιτροπή Βασιλείας; Αξία σε κίνδυνο; Μοντέλα GARCH; Έλεγχος Kupiec; 658.155; Basel Committee; Value at risk; GARCH Models; Kupiec test

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APA (6th Edition):

Δελλής, . -. . (2010). Η Επιτροπή της Βασιλείας και ο κίνδυνος της αγοράς. (Masters Thesis). University of Patras. Retrieved from http://nemertes.lis.upatras.gr/jspui/handle/10889/4497

Chicago Manual of Style (16th Edition):

Δελλής, Μάριος - Αλέξανδρος. “Η Επιτροπή της Βασιλείας και ο κίνδυνος της αγοράς.” 2010. Masters Thesis, University of Patras. Accessed October 18, 2019. http://nemertes.lis.upatras.gr/jspui/handle/10889/4497.

MLA Handbook (7th Edition):

Δελλής, Μάριος - Αλέξανδρος. “Η Επιτροπή της Βασιλείας και ο κίνδυνος της αγοράς.” 2010. Web. 18 Oct 2019.

Vancouver:

Δελλής -. Η Επιτροπή της Βασιλείας και ο κίνδυνος της αγοράς. [Internet] [Masters thesis]. University of Patras; 2010. [cited 2019 Oct 18]. Available from: http://nemertes.lis.upatras.gr/jspui/handle/10889/4497.

Council of Science Editors:

Δελλής -. Η Επιτροπή της Βασιλείας και ο κίνδυνος της αγοράς. [Masters Thesis]. University of Patras; 2010. Available from: http://nemertes.lis.upatras.gr/jspui/handle/10889/4497

15. Araújo, Marísia Adriana dos Reis. Análise de clusters e volatilidade de índices de acções.

Degree: 2010, Repositório Científico do Instituto Politécnico de Lisboa

Mestrado em Contabilidade e Gestão das Instituições Financeiras

A variância (volatilidade) de um activo é uma das informações mais importantes para os operadores do mercado… (more)

Subjects/Keywords: Volatilidade; Índices bolsistas; Modelos ARCH e GARCH; Clusters de volatilidade; Volatility; Stock markets indexes; ARCH and GARCH models; Volatility clustering

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Araújo, M. A. d. R. (2010). Análise de clusters e volatilidade de índices de acções. (Thesis). Repositório Científico do Instituto Politécnico de Lisboa. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ipl.pt:10400.21/2613

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Araújo, Marísia Adriana dos Reis. “Análise de clusters e volatilidade de índices de acções.” 2010. Thesis, Repositório Científico do Instituto Politécnico de Lisboa. Accessed October 18, 2019. http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ipl.pt:10400.21/2613.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Araújo, Marísia Adriana dos Reis. “Análise de clusters e volatilidade de índices de acções.” 2010. Web. 18 Oct 2019.

Vancouver:

Araújo MAdR. Análise de clusters e volatilidade de índices de acções. [Internet] [Thesis]. Repositório Científico do Instituto Politécnico de Lisboa; 2010. [cited 2019 Oct 18]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ipl.pt:10400.21/2613.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Araújo MAdR. Análise de clusters e volatilidade de índices de acções. [Thesis]. Repositório Científico do Instituto Politécnico de Lisboa; 2010. Available from: http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ipl.pt:10400.21/2613

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of KwaZulu-Natal

16. Gaston, Rugiranka Tony. Modelling of volatility in the South African mining sector : application of ARCH and GARCH models.

Degree: 2016, University of KwaZulu-Natal

Abstract available in PDF file. Advisors/Committee Members: Ramroop, Shaun. (advisor), Mwambi, Henry Godwell. (advisor).

Subjects/Keywords: GARCH model.; Volatility.; Multivonate GARCH models.; Stochestic volatility.

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Gaston, R. T. (2016). Modelling of volatility in the South African mining sector : application of ARCH and GARCH models. (Thesis). University of KwaZulu-Natal. Retrieved from http://hdl.handle.net/10413/14499

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Gaston, Rugiranka Tony. “Modelling of volatility in the South African mining sector : application of ARCH and GARCH models.” 2016. Thesis, University of KwaZulu-Natal. Accessed October 18, 2019. http://hdl.handle.net/10413/14499.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Gaston, Rugiranka Tony. “Modelling of volatility in the South African mining sector : application of ARCH and GARCH models.” 2016. Web. 18 Oct 2019.

Vancouver:

Gaston RT. Modelling of volatility in the South African mining sector : application of ARCH and GARCH models. [Internet] [Thesis]. University of KwaZulu-Natal; 2016. [cited 2019 Oct 18]. Available from: http://hdl.handle.net/10413/14499.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Gaston RT. Modelling of volatility in the South African mining sector : application of ARCH and GARCH models. [Thesis]. University of KwaZulu-Natal; 2016. Available from: http://hdl.handle.net/10413/14499

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

17. Polat, Hakkı. Ülkeler arası ticari ilişkilerin küresel finansal kriz yayılımına etkisi : Türkiye örneği .

Degree: ESOGÜ, Fen Edebiyat Fakültesi, İstatistik, 2017, Eskisehir Osmangazi University

 Bu tez, küresel ekonomik krizlerin, Türkiye gibi büyümekte olan ekonomiye sahip ülkelerin piyasalarına, hangi kanallar aracılığıyla yayıldığını incelemek için yazılmıştır. Analizlerde, Türkiye İstatistik Kurumu (TÜİK)… (more)

Subjects/Keywords: Uluslarası Ticaret; Finansal Kriz Yayılımı; Çok Değişkenli GARCH Modelleri; Koşullu Korelasyonlar; International Trade; Financial Contagion; Multivariate GARCH Models; Conditional Correlation

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Polat, H. (2017). Ülkeler arası ticari ilişkilerin küresel finansal kriz yayılımına etkisi : Türkiye örneği . (Thesis). Eskisehir Osmangazi University. Retrieved from http://hdl.handle.net/11684/1592

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Polat, Hakkı. “Ülkeler arası ticari ilişkilerin küresel finansal kriz yayılımına etkisi : Türkiye örneği .” 2017. Thesis, Eskisehir Osmangazi University. Accessed October 18, 2019. http://hdl.handle.net/11684/1592.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Polat, Hakkı. “Ülkeler arası ticari ilişkilerin küresel finansal kriz yayılımına etkisi : Türkiye örneği .” 2017. Web. 18 Oct 2019.

Vancouver:

Polat H. Ülkeler arası ticari ilişkilerin küresel finansal kriz yayılımına etkisi : Türkiye örneği . [Internet] [Thesis]. Eskisehir Osmangazi University; 2017. [cited 2019 Oct 18]. Available from: http://hdl.handle.net/11684/1592.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Polat H. Ülkeler arası ticari ilişkilerin küresel finansal kriz yayılımına etkisi : Türkiye örneği . [Thesis]. Eskisehir Osmangazi University; 2017. Available from: http://hdl.handle.net/11684/1592

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

18. Morais, Inês Filipa Vitorino de. O contágio financeiro nos países do grupo Visegrád: as crises entre 2000 e 2014.

Degree: 2015, RCAAP

Códigos JEL: E44, G01 e G15

Com a realização deste estudo pretende-se analisar a relação que existe entre os mercados acionistas dos países do grupo… (more)

Subjects/Keywords: Contágio financeiro; Grupo Visegrád; Crise financeira; Modelo DCC-GARCH; Financial contagion; Financial crises; DCC-GARCH models

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Morais, I. F. V. d. (2015). O contágio financeiro nos países do grupo Visegrád: as crises entre 2000 e 2014. (Thesis). RCAAP. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/11240

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Morais, Inês Filipa Vitorino de. “O contágio financeiro nos países do grupo Visegrád: as crises entre 2000 e 2014.” 2015. Thesis, RCAAP. Accessed October 18, 2019. https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/11240.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Morais, Inês Filipa Vitorino de. “O contágio financeiro nos países do grupo Visegrád: as crises entre 2000 e 2014.” 2015. Web. 18 Oct 2019.

Vancouver:

Morais IFVd. O contágio financeiro nos países do grupo Visegrád: as crises entre 2000 e 2014. [Internet] [Thesis]. RCAAP; 2015. [cited 2019 Oct 18]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/11240.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Morais IFVd. O contágio financeiro nos países do grupo Visegrád: as crises entre 2000 e 2014. [Thesis]. RCAAP; 2015. Available from: https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/11240

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

19. Salgado, José. What best predicts realized and implied volatility: GARCH, GJR or FCGARCH?.

Degree: 2011, RCAAP

JEL: C22, C52, C53

This thesis focuses on forecasting realized volatility (RV) and implied volatility (IV) on equity markets, a subject of major importance for… (more)

Subjects/Keywords: Forecasting; Realized volatility; Implied volatility; GARCH models; Multiple regimes; Previsão; Volatilidade realizada; Volatilidade implícita; Modelos GARCH; Múltiplos regimes

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Salgado, J. (2011). What best predicts realized and implied volatility: GARCH, GJR or FCGARCH?. (Thesis). RCAAP. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/4070

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Salgado, José. “What best predicts realized and implied volatility: GARCH, GJR or FCGARCH?.” 2011. Thesis, RCAAP. Accessed October 18, 2019. https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/4070.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Salgado, José. “What best predicts realized and implied volatility: GARCH, GJR or FCGARCH?.” 2011. Web. 18 Oct 2019.

Vancouver:

Salgado J. What best predicts realized and implied volatility: GARCH, GJR or FCGARCH?. [Internet] [Thesis]. RCAAP; 2011. [cited 2019 Oct 18]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/4070.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Salgado J. What best predicts realized and implied volatility: GARCH, GJR or FCGARCH?. [Thesis]. RCAAP; 2011. Available from: https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/4070

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

20. Serrasqueiro, Pedro. Realized volatility: assessing the predictive performance of parametric volatility models.

Degree: 2011, RCAAP

Mestrado em Finanças

A presente dissertação pretende efectuar uma avaliação da capacidade predictiva de vários modelos GARCH, nomeadamente os modelos GARCH, EGARCH e GJR-GARCH, comparando… (more)

Subjects/Keywords: Volatilidade Realizada (RV); Dados de alta-frequência; Modelos GARCH; Volatilidade assimétrica; Realized Volatility (RV); High frequency data; GARCH models; Asymmetric volatility

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Serrasqueiro, P. (2011). Realized volatility: assessing the predictive performance of parametric volatility models. (Thesis). RCAAP. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/4331

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Serrasqueiro, Pedro. “Realized volatility: assessing the predictive performance of parametric volatility models.” 2011. Thesis, RCAAP. Accessed October 18, 2019. https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/4331.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Serrasqueiro, Pedro. “Realized volatility: assessing the predictive performance of parametric volatility models.” 2011. Web. 18 Oct 2019.

Vancouver:

Serrasqueiro P. Realized volatility: assessing the predictive performance of parametric volatility models. [Internet] [Thesis]. RCAAP; 2011. [cited 2019 Oct 18]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/4331.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Serrasqueiro P. Realized volatility: assessing the predictive performance of parametric volatility models. [Thesis]. RCAAP; 2011. Available from: https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/4331

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

21. Li, Yihan. GARCH models for forecasting volatilities of three major stock indexes : using both frequentist and Bayesian approach: Generalized autoregressive conditional heteroscedastic models for forecasting volatilities of three major stock indexes: Title on signature form: GARCH model for forecasting volatilities of three major stock indexes : using both frequentist and Bayesian approach.

Degree: Thesis (M.S.), 2013, Ball State University

 Forecasting volatility with precision in financial market is very important. This paper examines the use of various forms of GARCH models for forecasting volatility. Three… (more)

Subjects/Keywords: GARCH model; Stock price forecasting  – Japan  – Mathematical models; Stock price forecasting  – United States  – Mathematical models; Stock price forecasting  – Germany  – Mathematical models

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Li, Y. (2013). GARCH models for forecasting volatilities of three major stock indexes : using both frequentist and Bayesian approach: Generalized autoregressive conditional heteroscedastic models for forecasting volatilities of three major stock indexes: Title on signature form: GARCH model for forecasting volatilities of three major stock indexes : using both frequentist and Bayesian approach. (Masters Thesis). Ball State University. Retrieved from http://cardinalscholar.bsu.edu/handle/123456789/197166

Chicago Manual of Style (16th Edition):

Li, Yihan. “GARCH models for forecasting volatilities of three major stock indexes : using both frequentist and Bayesian approach: Generalized autoregressive conditional heteroscedastic models for forecasting volatilities of three major stock indexes: Title on signature form: GARCH model for forecasting volatilities of three major stock indexes : using both frequentist and Bayesian approach.” 2013. Masters Thesis, Ball State University. Accessed October 18, 2019. http://cardinalscholar.bsu.edu/handle/123456789/197166.

MLA Handbook (7th Edition):

Li, Yihan. “GARCH models for forecasting volatilities of three major stock indexes : using both frequentist and Bayesian approach: Generalized autoregressive conditional heteroscedastic models for forecasting volatilities of three major stock indexes: Title on signature form: GARCH model for forecasting volatilities of three major stock indexes : using both frequentist and Bayesian approach.” 2013. Web. 18 Oct 2019.

Vancouver:

Li Y. GARCH models for forecasting volatilities of three major stock indexes : using both frequentist and Bayesian approach: Generalized autoregressive conditional heteroscedastic models for forecasting volatilities of three major stock indexes: Title on signature form: GARCH model for forecasting volatilities of three major stock indexes : using both frequentist and Bayesian approach. [Internet] [Masters thesis]. Ball State University; 2013. [cited 2019 Oct 18]. Available from: http://cardinalscholar.bsu.edu/handle/123456789/197166.

Council of Science Editors:

Li Y. GARCH models for forecasting volatilities of three major stock indexes : using both frequentist and Bayesian approach: Generalized autoregressive conditional heteroscedastic models for forecasting volatilities of three major stock indexes: Title on signature form: GARCH model for forecasting volatilities of three major stock indexes : using both frequentist and Bayesian approach. [Masters Thesis]. Ball State University; 2013. Available from: http://cardinalscholar.bsu.edu/handle/123456789/197166


Pontifical Catholic University of Rio de Janeiro

22. RODRIGO ALMEIDA DA FONSECA. [en] VOLATILITY FORECAST MODEL FOR MARKET INDEX USING FACTORS EXTRACTED FROM CREDIT RISK, INTEREST RATES, EXCHANGE RATES AND COMMODITIES PANELS.

Degree: 2018, Pontifical Catholic University of Rio de Janeiro

[pt] Esta Dissertação apresenta um modelo para extrair fatores capazes de prever a volatilidade do índice de ações IBOVESPA, representativo do mercado de ações brasileiro.… (more)

Subjects/Keywords: [pt] VOLATILIDADE; [en] VOLATILITY MODELS; [pt] MODELO GARCH; [en] GARCH MODEL; [pt] MODELO DE PRECIFICACAO POR FATORES; [en] FACTOR ASSET PRICING MODELS

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

FONSECA, R. A. D. (2018). [en] VOLATILITY FORECAST MODEL FOR MARKET INDEX USING FACTORS EXTRACTED FROM CREDIT RISK, INTEREST RATES, EXCHANGE RATES AND COMMODITIES PANELS. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=33203

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

FONSECA, RODRIGO ALMEIDA DA. “[en] VOLATILITY FORECAST MODEL FOR MARKET INDEX USING FACTORS EXTRACTED FROM CREDIT RISK, INTEREST RATES, EXCHANGE RATES AND COMMODITIES PANELS.” 2018. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed October 18, 2019. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=33203.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

FONSECA, RODRIGO ALMEIDA DA. “[en] VOLATILITY FORECAST MODEL FOR MARKET INDEX USING FACTORS EXTRACTED FROM CREDIT RISK, INTEREST RATES, EXCHANGE RATES AND COMMODITIES PANELS.” 2018. Web. 18 Oct 2019.

Vancouver:

FONSECA RAD. [en] VOLATILITY FORECAST MODEL FOR MARKET INDEX USING FACTORS EXTRACTED FROM CREDIT RISK, INTEREST RATES, EXCHANGE RATES AND COMMODITIES PANELS. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2018. [cited 2019 Oct 18]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=33203.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

FONSECA RAD. [en] VOLATILITY FORECAST MODEL FOR MARKET INDEX USING FACTORS EXTRACTED FROM CREDIT RISK, INTEREST RATES, EXCHANGE RATES AND COMMODITIES PANELS. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2018. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=33203

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Halmstad University

23. Pachentseva, Marina. On Stock Index Volatility With Respect to Capitalization.

Degree: Computer and Electrical Engineering (IDE), 2007, Halmstad University

  Condfidence in the future is a signicant factor for business development. However frequently, accurate and specific purposes are spread over the market environment influence.Thus,it… (more)

Subjects/Keywords: GARCH models; Volatility; Heston Model; Index

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Pachentseva, M. (2007). On Stock Index Volatility With Respect to Capitalization. (Thesis). Halmstad University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-1189

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Pachentseva, Marina. “On Stock Index Volatility With Respect to Capitalization.” 2007. Thesis, Halmstad University. Accessed October 18, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-1189.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Pachentseva, Marina. “On Stock Index Volatility With Respect to Capitalization.” 2007. Web. 18 Oct 2019.

Vancouver:

Pachentseva M. On Stock Index Volatility With Respect to Capitalization. [Internet] [Thesis]. Halmstad University; 2007. [cited 2019 Oct 18]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-1189.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Pachentseva M. On Stock Index Volatility With Respect to Capitalization. [Thesis]. Halmstad University; 2007. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-1189

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Universidade do Rio Grande do Sul

24. Milach, Felipe Tavares. Estimação da volatilidade : uma aplicação utilizando dados intradiários.

Degree: 2010, Universidade do Rio Grande do Sul

O estudo da volatilidade dos retornos dos ativos ocupa um lugar de destaque dentro da moderna teoria de finanças. Tradicionalmente, os modelos empregados para a… (more)

Subjects/Keywords: Volatility; Bolsa de valores; Mercado financeiro; GARCH models; Volatilidade; Realized variance; Forecasting; Financas : Acoes : Investimentos

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Milach, F. T. (2010). Estimação da volatilidade : uma aplicação utilizando dados intradiários. (Thesis). Universidade do Rio Grande do Sul. Retrieved from http://hdl.handle.net/10183/25153

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Milach, Felipe Tavares. “Estimação da volatilidade : uma aplicação utilizando dados intradiários.” 2010. Thesis, Universidade do Rio Grande do Sul. Accessed October 18, 2019. http://hdl.handle.net/10183/25153.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Milach, Felipe Tavares. “Estimação da volatilidade : uma aplicação utilizando dados intradiários.” 2010. Web. 18 Oct 2019.

Vancouver:

Milach FT. Estimação da volatilidade : uma aplicação utilizando dados intradiários. [Internet] [Thesis]. Universidade do Rio Grande do Sul; 2010. [cited 2019 Oct 18]. Available from: http://hdl.handle.net/10183/25153.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Milach FT. Estimação da volatilidade : uma aplicação utilizando dados intradiários. [Thesis]. Universidade do Rio Grande do Sul; 2010. Available from: http://hdl.handle.net/10183/25153

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Universidade do Rio Grande do Sul

25. Oliveira, André Barbosa. Usando redes neurais para estimação da volatilidade : redes neurais e modelo híbrido GARCH aumentado por redes neurais.

Degree: 2010, Universidade do Rio Grande do Sul

As séries temporais financeiras são marcadas por comportamentos complexos e não-lineares. No mercado financeiro, além da trajetória das cotações, a sua variabilidade, representada pela volatilidade,… (more)

Subjects/Keywords: Volatility; Estimação; Modelo matemático; Artificial neural networks; Redes neurais; GARCH models; Volatilidade; Mercado financeiro

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Oliveira, A. B. (2010). Usando redes neurais para estimação da volatilidade : redes neurais e modelo híbrido GARCH aumentado por redes neurais. (Thesis). Universidade do Rio Grande do Sul. Retrieved from http://hdl.handle.net/10183/25787

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Oliveira, André Barbosa. “Usando redes neurais para estimação da volatilidade : redes neurais e modelo híbrido GARCH aumentado por redes neurais.” 2010. Thesis, Universidade do Rio Grande do Sul. Accessed October 18, 2019. http://hdl.handle.net/10183/25787.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Oliveira, André Barbosa. “Usando redes neurais para estimação da volatilidade : redes neurais e modelo híbrido GARCH aumentado por redes neurais.” 2010. Web. 18 Oct 2019.

Vancouver:

Oliveira AB. Usando redes neurais para estimação da volatilidade : redes neurais e modelo híbrido GARCH aumentado por redes neurais. [Internet] [Thesis]. Universidade do Rio Grande do Sul; 2010. [cited 2019 Oct 18]. Available from: http://hdl.handle.net/10183/25787.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Oliveira AB. Usando redes neurais para estimação da volatilidade : redes neurais e modelo híbrido GARCH aumentado por redes neurais. [Thesis]. Universidade do Rio Grande do Sul; 2010. Available from: http://hdl.handle.net/10183/25787

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

26. Srinivasan, K. An analysis of price volatility, trading volume and market depth of futures market in India; -.

Degree: Commerce, 2012, Pondicherry University

Many associate the financial market mostly with the equity market. The financial market is, of course, far broader, encompassing bonds, foreign exchange, real estate, commodities,… (more)

Subjects/Keywords: Forecasting; Trading Volume; Open Interest; Stock Futures Returns; Volatility; Modeling; GARCH Family Models

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Srinivasan, K. (2012). An analysis of price volatility, trading volume and market depth of futures market in India; -. (Thesis). Pondicherry University. Retrieved from http://shodhganga.inflibnet.ac.in/handle/10603/5536

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Srinivasan, K. “An analysis of price volatility, trading volume and market depth of futures market in India; -.” 2012. Thesis, Pondicherry University. Accessed October 18, 2019. http://shodhganga.inflibnet.ac.in/handle/10603/5536.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Srinivasan, K. “An analysis of price volatility, trading volume and market depth of futures market in India; -.” 2012. Web. 18 Oct 2019.

Vancouver:

Srinivasan K. An analysis of price volatility, trading volume and market depth of futures market in India; -. [Internet] [Thesis]. Pondicherry University; 2012. [cited 2019 Oct 18]. Available from: http://shodhganga.inflibnet.ac.in/handle/10603/5536.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Srinivasan K. An analysis of price volatility, trading volume and market depth of futures market in India; -. [Thesis]. Pondicherry University; 2012. Available from: http://shodhganga.inflibnet.ac.in/handle/10603/5536

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

27. Καραχρήστος, Απόστολος. Χρονικά εξαρτώμενες συσχετίσεις μεταξύ τεσσάρων ευρωπαϊκών χωρών των αγορών κεφαλαίου και ομολόγων.

Degree: 2013, University of Patras

Σκοπός της παρούσας μελέτης είναι να εξετάσουμε την σχέση που υπάρχει μεταξύ της χρηματιστηριακής αγοράς και αυτής των αποδόσεων των ομολόγων σε τέσσερις χώρες της… (more)

Subjects/Keywords: Συσχετίσεις; Ομόλογα; Μετοχές; Συνολοκλήρωση; 332.673 45; Correlations; Bonds; Stocks; ARCH/GARCH models; Cointegration Johansen test

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APA (6th Edition):

Καραχρήστος, . (2013). Χρονικά εξαρτώμενες συσχετίσεις μεταξύ τεσσάρων ευρωπαϊκών χωρών των αγορών κεφαλαίου και ομολόγων. (Masters Thesis). University of Patras. Retrieved from http://hdl.handle.net/10889/6210

Chicago Manual of Style (16th Edition):

Καραχρήστος, Απόστολος. “Χρονικά εξαρτώμενες συσχετίσεις μεταξύ τεσσάρων ευρωπαϊκών χωρών των αγορών κεφαλαίου και ομολόγων.” 2013. Masters Thesis, University of Patras. Accessed October 18, 2019. http://hdl.handle.net/10889/6210.

MLA Handbook (7th Edition):

Καραχρήστος, Απόστολος. “Χρονικά εξαρτώμενες συσχετίσεις μεταξύ τεσσάρων ευρωπαϊκών χωρών των αγορών κεφαλαίου και ομολόγων.” 2013. Web. 18 Oct 2019.

Vancouver:

Καραχρήστος . Χρονικά εξαρτώμενες συσχετίσεις μεταξύ τεσσάρων ευρωπαϊκών χωρών των αγορών κεφαλαίου και ομολόγων. [Internet] [Masters thesis]. University of Patras; 2013. [cited 2019 Oct 18]. Available from: http://hdl.handle.net/10889/6210.

Council of Science Editors:

Καραχρήστος . Χρονικά εξαρτώμενες συσχετίσεις μεταξύ τεσσάρων ευρωπαϊκών χωρών των αγορών κεφαλαίου και ομολόγων. [Masters Thesis]. University of Patras; 2013. Available from: http://hdl.handle.net/10889/6210

28. Σκέντζου, Δέσποινα. The examination of technical trading rules, time - series trading rules and combined technical and time - series trading rules, using DAX, CAC40, FTSE100, NASDAQ and S&P500.

Degree: 2014, University of Patras

This thesis investigates the predictability of trading strategies in the European and American stock market from 2001 to 2013. More specific, we examine the indices… (more)

Subjects/Keywords: Trading rules; Technical analysis; AR-GARCH models; Predictability; Combining forecasts; 332.64; Στρατηγική διακράτησης; Πρόγνωση

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Σκέντζου, . (2014). The examination of technical trading rules, time - series trading rules and combined technical and time - series trading rules, using DAX, CAC40, FTSE100, NASDAQ and S&P500. (Masters Thesis). University of Patras. Retrieved from http://hdl.handle.net/10889/8305

Chicago Manual of Style (16th Edition):

Σκέντζου, Δέσποινα. “The examination of technical trading rules, time - series trading rules and combined technical and time - series trading rules, using DAX, CAC40, FTSE100, NASDAQ and S&P500.” 2014. Masters Thesis, University of Patras. Accessed October 18, 2019. http://hdl.handle.net/10889/8305.

MLA Handbook (7th Edition):

Σκέντζου, Δέσποινα. “The examination of technical trading rules, time - series trading rules and combined technical and time - series trading rules, using DAX, CAC40, FTSE100, NASDAQ and S&P500.” 2014. Web. 18 Oct 2019.

Vancouver:

Σκέντζου . The examination of technical trading rules, time - series trading rules and combined technical and time - series trading rules, using DAX, CAC40, FTSE100, NASDAQ and S&P500. [Internet] [Masters thesis]. University of Patras; 2014. [cited 2019 Oct 18]. Available from: http://hdl.handle.net/10889/8305.

Council of Science Editors:

Σκέντζου . The examination of technical trading rules, time - series trading rules and combined technical and time - series trading rules, using DAX, CAC40, FTSE100, NASDAQ and S&P500. [Masters Thesis]. University of Patras; 2014. Available from: http://hdl.handle.net/10889/8305


University of California – San Diego

29. CHEN, JIE. Prediction in Time Series Models and Model-free Inference with a Specialization in Financial Return Data.

Degree: Math w/Spec in Statistics, 2018, University of California – San Diego

 The main aim of this dissertation is to study the prediction of financial returns or squared financial returns. As is known, financial returns data have… (more)

Subjects/Keywords: Mathematics; Statistics; financial returns; GARCH; model-free; NoVaS; prediction; time series models

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APA (6th Edition):

CHEN, J. (2018). Prediction in Time Series Models and Model-free Inference with a Specialization in Financial Return Data. (Thesis). University of California – San Diego. Retrieved from http://www.escholarship.org/uc/item/2kv7b1qx

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

CHEN, JIE. “Prediction in Time Series Models and Model-free Inference with a Specialization in Financial Return Data.” 2018. Thesis, University of California – San Diego. Accessed October 18, 2019. http://www.escholarship.org/uc/item/2kv7b1qx.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

CHEN, JIE. “Prediction in Time Series Models and Model-free Inference with a Specialization in Financial Return Data.” 2018. Web. 18 Oct 2019.

Vancouver:

CHEN J. Prediction in Time Series Models and Model-free Inference with a Specialization in Financial Return Data. [Internet] [Thesis]. University of California – San Diego; 2018. [cited 2019 Oct 18]. Available from: http://www.escholarship.org/uc/item/2kv7b1qx.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

CHEN J. Prediction in Time Series Models and Model-free Inference with a Specialization in Financial Return Data. [Thesis]. University of California – San Diego; 2018. Available from: http://www.escholarship.org/uc/item/2kv7b1qx

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

30. Silva, Manuela Margarida da Costa. Modelação e previsão de um índice financeiro (FTSE 100) .

Degree: 2016, Universidade Aberta

 A presente dissertação visa uma aplicação de séries temporais, na modelação do índice financeiro FTSE100. Com base na série de retornos, foram estudadas a estacionaridade… (more)

Subjects/Keywords: Mercados financeiros; Gestão financeira; Previsão; Métodos estatísticos; Time series; Stationary; Dependence; GARCH models; Financial index

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Silva, M. M. d. C. (2016). Modelação e previsão de um índice financeiro (FTSE 100) . (Masters Thesis). Universidade Aberta. Retrieved from http://hdl.handle.net/10400.2/5419

Chicago Manual of Style (16th Edition):

Silva, Manuela Margarida da Costa. “Modelação e previsão de um índice financeiro (FTSE 100) .” 2016. Masters Thesis, Universidade Aberta. Accessed October 18, 2019. http://hdl.handle.net/10400.2/5419.

MLA Handbook (7th Edition):

Silva, Manuela Margarida da Costa. “Modelação e previsão de um índice financeiro (FTSE 100) .” 2016. Web. 18 Oct 2019.

Vancouver:

Silva MMdC. Modelação e previsão de um índice financeiro (FTSE 100) . [Internet] [Masters thesis]. Universidade Aberta; 2016. [cited 2019 Oct 18]. Available from: http://hdl.handle.net/10400.2/5419.

Council of Science Editors:

Silva MMdC. Modelação e previsão de um índice financeiro (FTSE 100) . [Masters Thesis]. Universidade Aberta; 2016. Available from: http://hdl.handle.net/10400.2/5419

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