11986 documents matched the search for symmetric GARCH in titles and keywords.
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Symmetric and asymmetric GARCH estimations of the impact of oil price uncertainty on output growth: evidence from the G7,
Rasheed O. Alao, Abdulkareem Alhassan, Saheed Alao, Ifedolapo O. Olanipekun, Godwin Olasehinde-Williams and Ojonugwa Usman,
in Letters in Spatial and Resource Sciences
(2023)
Keywords: Oil prices, Industrial production index, Symmetric GARCH, Asymmetric GARCH, G7
India VIX and Forecasting Ability of Symmetric and Asymmetric GARCH Models,
Maithili S Naik and Reddy Y.v,
in Asian Economic and Financial Review
(2021)
Keywords: India VIX, Volatility forecasting, Implied volatility, Asymmetric GARCH, Volatility index, Symmetric GARCH.
Symmetric Normal Mixture GARCH,
Carol Alexandra and Emese Lazar,
from Henley Business School, University of Reading
(2003)
Keywords: Volatility regimes, conditional excess kurtosis, normal mixture, heavy trails, exchange rates, conditional heteroscedasticity, GARCH models.
Modeling Exchange Rate Volatility in Selected WAMZ Countries: Evidence from Symmetric and Asymmetric GARCH Models,
Perekunah Eregha, Festus O. Egwaikhide and Emeka Osuji,
in SPOUDAI Journal of Economics and Business
(2020)
Keywords: Exchange Rate, Exchange Rate Volatility, Symmetric GARCH Models, Asymmetric GARCH Model, Leverage Effect
Estimating GARCH-type models with symmetric stable innovations: Indirect inference versus maximum likelihood,
Giorgio Calzolari, Roxana Halbleib and Alessandro Parrini,
in Computational Statistics & Data Analysis
(2014)
Keywords: Symmetric α-stable distribution; GARCH-type models; Indirect inference; Maximum likelihood; Leverage effects; Student’s t distribution;
A Study on the Performance of Symmetric and Asymmetric GARCH Models in Estimating Stock Returns Volatility,
Mohd Aminul Islam,
in International Journal of Empirical Finance
(2014)
Keywords: Volatility; GARCH models; Leverage effects; Volatility Clustering
Testing the Calendar Anomalies for BIST City Indexes with Symmetric and Asymmetric GARCH Models,
Öyküm Esra Aşkin and Ali Hakan Büyüklü,
in Iktisat Isletme ve Finans
(2014)
Keywords: BIST City Indexes, Day Of The Week Effect, GARCH, EGARCH, Volatility
SYMMETRIC IMPACT OF EXCHANGE RATE VOLATILITY ON FOREIGN DIRECT INVESTMENT IN PAKISTAN: DO THE GLOBAL FINANCIAL CRISES AND POLITICAL REGIMES MATTER?,
Muhammad Ramzan,
in Annals of Financial Economics (AFE)
(2021)
Keywords: Pakistan, FDI, symmetric, ARDL model, GARCH, financial crisis and political regime
Modeling asymmetric sovereign bond yield volatility with univariate GARCH models: Evidence from India,
Lithin B M, Suman Chakraborty, Vishwanathan Iyer, Nikhil M N and Sanket Ledwani,
from University Library of Munich, Germany
(2023)
Keywords: sovereign bond yield, volatility, leverage, symmetric GARCH, COVID-19, mean reversion
ESTIMATING GARCH MODELS IN MONGOLIAN STOCK EXCHANGE WITH VALUE AT RISK,
Cheng-Wen Lee and Dolgion Gankhuyag,
in Medzinarodne vztahy (Journal of International Relations)
(2020)
Keywords: Asymmetric GARCH models, Symmetric GARCH models, Value at Risk, Stock market, Risk management
Empirical Results of Modeling EUR/RON Exchange Rate using ARCH, GARCH, EGARCH, TARCH and PARCH models,
Andreea – Cristina Petrica and Stelian Stancu,
in Romanian Statistical Review
(2017)
Keywords: Exchange Rate Volatility, Heteroscedasticity, Symmetric GARCH Models, Asymmetric GARCH Models, Fat-tails, Volatility Clustering, Leverage Effect
Symmetric and Asymmetric Volatility Clustering Via GARCH Family Models: An Evidence from Religion Dominant Countries,
Muhammad Salman Khan, Kanwal Iqbal Khan, Shahid Mahmood and Muhammad Sheeraz,
in EconStor Open Access Articles and Book Chapters
(2019)
Keywords: Volatility Clustering, Religion Dominant Countries, Market Returns, Asymmetric Behavior, GARCH, GJR-GARCH, EGARCH
Volatility Spillovers between the US and China Stock Markets: Structural Break Test with Symmetric and Asymmetric GARCH Approaches,
Gyu-Hyen Moon and Wei-Choun Yu,
in Global Economic Review
(2010)
Keywords: Volatility spillover, China stock market, structural break, GARCH model,
Capturing the stock market volatility: a study of sectoral indices in India using symmetric GARCH models,
Aastha Khera, Anisha Goyal and Miklesh Prasad Yadav,
in International Journal of Management Practice
(2022)
Keywords: investors; volatility; autoregressive conditional heteroscedastic; ARCH; generalised autoregressive conditional heteroscedastic; GARCH; risk premium; conditional models; India.
Data cloning estimation of GARCH and COGARCH models,
M. T. Rodríguez Bernal and Eva Romero,
from Universidad Carlos III de Madrid. Departamento de EstadÃstica
(2013)
Keywords: GARCH
Symmetric martingales and symmetric smiles,
Michael R. Tehranchi,
in Stochastic Processes and their Applications
(2009)
Keywords: Ocone martingales Symmetric increments Implied volatility
On the product of symmetric random variables,
G. G. Hamedani and G. G. Walter,
in Statistics & Probability Letters
(1985)
Keywords: symmetric distributions independence
Symmetric Smooth Consumption Externalities,
Hervé Crès,
from HAL
(1996)
Keywords: Symmetric Smooth,Consumption
Symmetric Smooth Consumption Externalities,
Hervé Crès,
from HAL
(1996)
Keywords: Symmetric Smooth,Consumption
Symmetric Auctions,
Rahul Deb and Mallesh Pai,
from University of Toronto, Department of Economics
(2013)
Keywords: symmetric auctions, implementation, indirect mechanisms, optimal auctions
Symmetric games with only asymmetric equilibria,
Mark Fey,
in Games and Economic Behavior
(2012)
Keywords: Symmetric game; Symmetric equilibrium; Zero-sum game;
Equilibria in symmetric games: theory and applications,
Andreas Hefti,
in Theoretical Economics
(2017)
Keywords: Symmetric games, uniqueness, symmetric equilibrium, oligopoly
On Fractional Symmetric Hahn Calculus,
Nichaphat Patanarapeelert and Thanin Sitthiwirattham,
in Mathematics
(2019)
Keywords: fractional symmetric Hahn integral; fractional symmetric Hahn difference operator
Note on symmetric utility,
Christopher Chambers and John Rehbeck,
in Economics Letters
(2018)
Keywords: Symmetric utility; Revealed preference; Demand;
Coverings of the Symmetric and Alternating groups,
Daniela Bubboloni,
from Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa
(1998)
Keywords: Symmetric group, Alternating group, coverings
Symmetric zero-sum games with only asymmetric equilibria,
Dimitrios Xefteris,
in Games and Economic Behavior
(2015)
Keywords: Symmetric game; Symmetric equilibrium; Zero-sum game;
On uniqueness and stability of symmetric equilibria in differentiable symmetric games,
Andreas Hefti,
from Department of Economics - University of Zurich
(2011)
Keywords: Symmetric games, Nash equilibrium, uniqueness, stability
Some moment relationships for skew-symmetric distributions,
Dale Umbach,
in Statistics & Probability Letters
(2006)
Keywords: Skew-symmetric Skewness Moments
Determination of Conditional Extremes of the Functions of Fundamental Symmetric Polynomials,
Catalin Angelo Ioan,
in Acta Universitatis Danubius. OEconomica
(2022)
Keywords: extreme; symmetric polynomials; inequality
Determination of Unconditional Extremes of the Functions of Fundamental Symmetric Polynomials,
Catalin Angelo Ioan,
in Acta Universitatis Danubius. OEconomica
(2022)
Keywords: extreme; symmetric polynomials; inequality
A note on symmetric random vectors with an application to discrete choice,
Andreas Hefti,
from Department of Economics - University of Zurich
(2022)
Keywords: Symmetric distributions, symmetric random vectors, symmetric random variables, symmetric functions, choice probability system
On tetravalent symmetric dihedrants,
Jingjian Li, Shangjin Xu, Mengyue Cao and Zhe Kang,
in Applied Mathematics and Computation
(2017)
Keywords: Cayley graph; Tetravalent symmetric; Core-free;
Spherically Symmetric Logistic Distribution,
Nikolai A. Volodin,
in Journal of Multivariate Analysis
(1999)
Keywords: logistic distribution spherically symmetric distribution approximation
Symmetric games with only asymmetric equilibria: examples with continuous payoff functions,
Shiran Rachmilevitch,
in Economic Theory Bulletin
(2023)
Keywords: Symmetry, Symmetric equilibrium
GAMMASYM: Stata module to compute the value of the symmetrical gamma function,
Jean-Benoit Hardouin,
from Boston College Department of Economics
(2007)
Keywords: symmetrical gamma function
Evolutive Equilibrium Selection I: Symmetric Two Player Binarychoice Games,
Richard Vaughan,
from ESRC Centre on Economics Learning and Social Evolution
Keywords: Symmetric Games, Equilibrium Selection
A Classification of Symmetric (1, 1)-Coherent Pairs of Linear Functionals,
Herbert Dueñas Ruiz, Francisco Marcellán and Alejandro Molano,
in Mathematics
(2019)
Keywords: symmetric (1,1)-coherent pairs; symmetric quasi-definite linear functionals; symmetrization process
Semiparametric unit root tests based on symmetric estimators,
Dong Wan Shin and Beong-Soo So,
in Statistics & Probability Letters
(1997)
Keywords: Unit root test Semiparametric test Symmetric estimator Weighted symmetric estimator
A generalization of the symmetry between complete and elementary symmetric functions,
Mircea Merca,
in Indian Journal of Pure and Applied Mathematics
(2014)
Keywords: Complete symmetric functions, elementary symmetric functions, multinomial coefficients, integer partitions
Hierarchical GARCH,
Christian Brownlees,
in Journal of Empirical Finance
(2019)
Keywords: Panel GARCH; Nonlinear panel; Random effects; Volatility;
On Transformations and Determinants of Wishart Variables on Symmetric Cones,
Hélène Massam and Erhard Neher,
in Journal of Theoretical Probability
(1997)
Keywords: Determinants, Wishart distributions, symmetric cones
Symmetric Quantum Inequalities on Finite Rectangular Plane,
Saad Ihsan Butt, Muhammad Nasim Aftab and Youngsoo Seol,
in Mathematics
(2024)
Keywords: coordinate convex functions; symmetric quantum calculus; symmetric quantum Hölder’s inequality; symmetric quantum Hermite–Hadamard inequality
Multivariate p-norm symmetric distributions,
Xinnian Yue and Chunsheng Ma,
in Statistics & Probability Letters
(1995)
Keywords: p-norm Symmetric distribution Weibull distribution
Approximate equilibria in strongly symmetric games,
Shiran Rachmilevitch,
in Journal of Mathematical Economics
(2016)
Keywords: Infinite games; ϵ-equilibrium; Symmetric games;
Stochastic ordering for permutation symmetric distributions,
Marco Scarsini and Moshe Shaked,
in Statistics & Probability Letters
(1990)
Keywords: Stochastic ordering permutation symmetry upper symmetric sets
Replicator Dynamics of Symmetric Ultimatum Game,
Jacek Miękisz and Michał Ramsza,
in Dynamic Games and Applications
(2012)
Keywords: Symmetric ultimatum game, Social norm, Replicator dynamics,
Cyclic symmetric dynamics in chaotic maps,
Jin Liu, Kehui Sun and Huihai Wang,
in Chaos, Solitons & Fractals
(2024)
Keywords: Chaotic map; Cyclic symmetric dynamics; Multistability;
On integer-valued means and the symmetric maximum,
Miguel Couceiro and Michel Grabisch,
from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne
(2016)
Keywords: integer means; nonassociative algebra; symmetric maximum; decomposability
A Stability Theorem for Symmetrically Rational Counterplanning,
Robert E. Kalaba, K. Spingarn and Leigh Tesfatsion,
from Iowa State University, Department of Economics
(1982)
Keywords: Nonzero-sum two-person game; symmetrical rationality
Extremal Correlation for GARCH Data,
Carmela Quintos,
from Econometric Society
(2004)
Keywords: GARCH, Extreme Value Theory
Multivariate GARCH models,
Annastiina Silvennoinen and Timo Teräsvirta,
from Department of Economics and Business Economics, Aarhus University
(2008)
Keywords: Multivariate GARCH, Volatility
Glossary to ARCH (GARCH),
Tim Bollerslev,
from Department of Economics and Business Economics, Aarhus University
(2008)
Keywords: (G)ARCH, Volatility models
Temporal aggregation of GARCH processes,
Feike C. Drost and Theo Nijman,
from Tilburg University, Center for Economic Research
(1992)
Keywords: GARCH Models; econometrics
Temporal aggregation of GARCH processes,
Feike C. Drost and Theo Nijman,
from Tilburg University, Center for Economic Research
(1990)
Keywords: GARCH Models; econometrics
ON BARGAINING SETS IN SYMMETRIC GAMES,
Marc Meertens, J. A. M. Potters and J. H. Reijnierse,
in International Game Theory Review (IGTR)
(2007)
Keywords: Symmetric games, bargaining, core, JEL-Classification Numbers: C71
Seeking for the Maximum Symmetric Rank,
Alessandro De Paris,
in Mathematics
(2018)
Keywords: symmetric tensor; tensor rank; Waring rank; power sum
On the symmetric bilateral AR processes,
ByoungSeon Choi,
in Statistics & Probability Letters
(1998)
Keywords: Bilateral AR process Symmetric bilateral AR model Bi-causality Autocorrelation
Covariances of symmetric statistics,
Richard A. Vitale,
in Journal of Multivariate Analysis
(1992)
Keywords: ANOVA correlation covariance Hajek projection symmetric statistic U-statistic
Affine Processes on Symmetric Cones,
Christa Cuchiero, Martin Keller-Ressel, Eberhard Mayerhofer and Josef Teichmann,
in Journal of Theoretical Probability
(2016)
Keywords: Affine processes, Symmetric cones, Non-central Wishart distribution, Wishart processes
Symmetric bi-derivations on posets,
Ahmed Y. Abdelwanis and Shakir Ali,
in Indian Journal of Pure and Applied Mathematics
(2023)
Keywords: Derivation, Fixed point, Partially ordered set (poset), Symmetric bi-derivation
Unfolding a symmetric matrix,
John Gower and Michael Greenacre,
in Journal of Classification
(1996)
Keywords: Dimensionality reduction, Distances, Graphics, Multidimensional scaling, Symmetric matrices, Unfolding,
C^3 Modelling With Symmetrical Rationality,
Leigh Tesfatsion,
from Iowa State University, Department of Economics
(1980)
Keywords: N-person game; symmetrical rationality; criterion filtering; Command; control; communication
Unfolding a symmetric matrix,
John C. Gower and Michael Greenacre,
from Department of Economics and Business, Universitat Pompeu Fabra
(1996)
Keywords: Dimensionality reduction, distances, graphics, multidimensional scaling, symmetric matrices, unfolding
Symmetric biderivations on Banach algebras,
Choonkil Park,
in Indian Journal of Pure and Applied Mathematics
(2019)
Keywords: Symmetric biderivation on C* -algebra, skew-symmetric biderivation on C* -algebra, Hyers-Ulam stability, bi-additive s-functional inequality
Nonlocal q -Symmetric Integral Boundary Value Problem for Sequential q -Symmetric Integrodifference Equations,
Rujira Ouncharoen, Nichaphat Patanarapeelert and Thanin Sitthiwirattham,
in Mathematics
(2018)
Keywords: q-symmetric difference; q-symmetric integral; q-symmetric integrodifference equation; existence
Some Symmetric Identities Involving the Stirling Polynomials Under the Finite Symmetric Group,
Dongkyu Lim and Feng Qi,
in Mathematics
(2018)
Keywords: symmetric identity; Stirling polynomial; Stirling number of the second kind; finite symmetric group; permutation; higher order Bernoulli polynomial
Aggregation and marginalization of GARCH processes: some further results,
Giacomo Sbrana,
in METRON
(2012)
Keywords: Aggregation, GARCH,
A simple efficient GMM estimator of GARCH models,
Jimmy Skoglund,
from Stockholm School of Economics
(2001)
Keywords: GARCH; GARCH-M; efficient GMM
Diffusion Limits of Real-Time GARCH,
Yashuang Ding,
from Faculty of Economics, University of Cambridge
(2020)
Keywords: GARCH, RT-GARCH, SV, diffusion limit
Dynamic conditional eigenvalue GARCH,
Simon Hetland, Rasmus Søndergaard Pedersen and Anders Rahbek,
in Journal of Econometrics
(2023)
Keywords: Multivariate GARCH; GO-GARCH; Reduced rank; Asymptotic theory;
Dynamic Conditional Eigenvalue GARCH,
Simon Hetland, Rasmus Søndergaard Pedersen and Anders Rahbek,
from University of Copenhagen. Department of Economics
(2019)
Keywords: Multivariate GARCH; GO-GARCH; Reduced Rank; Asymptotic Theory
An introduction to univariate GARCH models,
Timo Teräsvirta,
from Stockholm School of Economics
(2006)
Keywords: ARCH; conditional heteroskedasticity; GARCH; nonlinear GARCH; volatility modelling
Note Equilibrium payoffs in stochastic games of incomplete information: the general symmetric case,
Julien Geitner,
in International Journal of Game Theory
(2002)
Keywords: stochastic games · symmetric incomplete information
Sensitivity Analysis of GARCH Models,
Vladimiro Ceci,, Simone Manganelli and Walter Vecchiato,
from Society for Computational Economics
(2002)
Keywords: GARCH, Sensitivity Analysis, Dynamic Correlations
Multivariate GARCH models and their Estimation,
Luc Bauwens, Sébastien Laurent, J.P. Peters and Jeroen Rombouts,
from Society for Computational Economics
(2002)
Keywords: Financial Econometrics, Multivariate GARCH models,
Regime switching GARCH models,
Luc Bauwens, Arie Preminger and Jeroen Rombouts,
from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
(2006)
Keywords: GARCH, regime switching, Bayesian inference.
Regime switching GARCH models,
Luc Bauwens, Arie Preminger and Jeroen Rombouts,
from HEC Montréal, Institut d'économie appliquée
(2006)
Keywords: GARCH, regime switching, Bayesian inference.
Regime switching GARCH models,
Luc Bauwens, Preminger Arie and Jeroen Rombouts,
from Université catholique de Louvain, Département des Sciences Economiques
(2006)
Keywords: GARCH; regime switching; Bayesian inference
Multimodality in the GARCH Regression Model,
Jurgen Doornik and Marius Ooms,
from Economics Group, Nuffield College, University of Oxford
(2003)
Keywords: Dummy variable, EGARCH, GARCH, Multimodality.
Multivariate GARCH models,
Annastiina Silvennoinen and Timo Teräsvirta,
from Stockholm School of Economics
(2008)
Keywords: autoregressive conditional heteroskedasticity; modelling volatility; nonlinear GARCH; nonparametric GARCH; semiparametric GARCH;
On locally primitive symmetric graph of valency twice prime,
Jing Jian Li, Xiao Qian Zhang and Jun Yan Chen,
in Applied Mathematics and Computation
(2022)
Keywords: Symmetric graph; Locally primitive graph; Alternating group;
Patent Nash equilibria in symmetric strictly competitive games,
Eric Bahel,
in Economics Letters
(2021)
Keywords: Symmetric; Zero-sum; Nash equilibrium; Latent; Patent;
Computation of functions of Hamiltonian and skew-symmetric matrices,
N. Del Buono, L. Lopez and T. Politi,
in Mathematics and Computers in Simulation (MATCOM)
(2008)
Keywords: Hamiltonian matrices; Skew-symmetric matrices; Matrix functions;
Construction of univariate spline quasi-interpolants with symmetric functions,
A. Serghini and A. Tijini,
in Mathematics and Computers in Simulation (MATCOM)
(2015)
Keywords: Symmetric functions; Quasi-interpolants; Uniformly bounded operators;
On the unimodality of multivariate symmetric distribution functions of class L,
Stephen James Wolfe,
in Journal of Multivariate Analysis
(1978)
Keywords: Unimodal symmetric infinitely divisible L function
On the unimodality of spherically symmetric stable distribution functions,
Stephen James Wolfe,
in Journal of Multivariate Analysis
(1975)
Keywords: Unimodal spherically symmetric infinitely divisible stable
On the ratio X/Y for some elliptically symmetric distributions,
Saralees Nadarajah,
in Journal of Multivariate Analysis
(2006)
Keywords: Elliptically symmetric distributions Ratios of random variables
Bidding among Friends and Enemies with Symmetric Information,
David Ettinger,
from HAL
(2010)
Keywords: auctions,symmetric information,externalities,toeholds,budget-constraints
Competitiveness divergence in the Eurozone: The need for symmetric adjustment,
Nikolaos Giannellis and Minoas Koukouritakis,
in Journal of Policy Modeling
(2017)
Keywords: Eurozone; Competitiveness divergence; Adjustment mechanisms; Symmetric solution;
Two-speed evolution of strategies and preferences in symmetric games,
Alex Possajennikov,
from Sonderforschungsbreich 504
(2002)
Keywords: two-speed evolution , symmetric games , evolutionary stability
Symmetric Approximate Equilibrium Distributions with Finite Support,
Guilherme Carmona,
from University Library of Munich, Germany
(2003)
Keywords: Equilibrium distributions, games with a continuum of players, symmetric distributions
Two-Speed Evolution of Strategies and Preferences In Symmetric Games,
Alex Possajennikov,
in Theory and Decision
(2004)
Keywords: Evolutionary stability, Symmetric games, Two-speed evolution,
Incremental Gradient Method for Karcher Mean on Symmetric Cones,
Sangho Kum and Sangwoon Yun,
in Journal of Optimization Theory and Applications
(2017)
Keywords: Karcher mean, Incremental gradient method, Symmetric cone
Symmetric Duality for Homogeneous Multiple-Objective Problems,
Phan Thien Thach,
in Journal of Optimization Theory and Applications
(2021)
Keywords: Multiple objectives, Pareto efficiency, Symmetric duality
Factorization Theorems on Symmetric Spaces of Noncompact Type,
Piotr Graczyk,
in Journal of Theoretical Probability
(1999)
Keywords: Probability measures, delphic semigroups, symmetric spaces
Generalized Symmetric Polynomials and an Approximate De Finetti Representation,
Sergey G. Bobkov,
in Journal of Theoretical Probability
(2005)
Keywords: Symmetric polynomials, quadratic, induction, de Finetti representation
GARCH Option Valuation: Theory and Evidence,
Peter Christoffersen, Kris Jacobs and Chayawat Ornthanalai,
from Department of Economics and Business Economics, Aarhus University
(2012)
Keywords: GARCH, option valuation.
The Mean Variance Mixing GARCH (1,1) model,
Lars Forsberg and Anders Eriksson,
from Econometric Society
(2004)
Keywords: GARCH Skewness Conditional Skewness
Efficient Estimation in Semiparametric GARCH Models,
Feike C. Drost and C.A.J. Klaassen,
from Tilburg University, Center for Economic Research
(1996)
Keywords: garch models; estimation
Structural GARCH: The Volatility-Leverage Connection,
Robert Engle and Emil Siriwardane,
from Office of Financial Research, US Department of the Treasury
(2014)
Keywords: Structural GARCH, Volatility, Leverage
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