Browsing by Subject GARCH models
Showing results 1 to 5 of 5
| Issue Date | Title | Author(s) | Type | Access Type |
|---|---|---|---|---|
| 15-Dec-2021 | Autogarch: an R package to automatically estimate and select GARCH models | Correia, Ricardo Filipe Leal | Master Thesis | Open Access |
| 2012 | Procedure to evaluate multivariate statistical process control using ARIMA-ARCH models | Souza, A. M.; Souza, F. M.; Menezes, R. | Article | Open Access |
| 2011 | Realized volatility: assessing the predictive performance of parametric volatility models | Serrasqueiro, Pedro | Master Thesis | Open Access |
| 6-Dec-2022 | Volatility and spillover effects in stock markets: A multivariate GARCH approach | Marques, Bernardo Rodrigues | Master Thesis | Open Access |
| 2011 | What best predicts realized and implied volatility: GARCH, GJR or FCGARCH? | Salgado, José | Master Thesis | Open Access |