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312 documents matched the search for ARCH-GARCH in titles and keywords.
Documents 1 to 20, page 1 of 16. 1 2 3 4 5

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Measuring Maize Price Volatility in Swaziland using ARCH/GARCH approach
Mphumuzi Sukati
from University Library of Munich, Germany (2013)
Keywords: NMC, Maize Prices, Volatility, ARCH/GARCH, Persistence, Climate Change, Storage Facilities
JEL-codes: A1; A12; O1; O13; Q1; Q18
Created/Revised: 2013-12-02 Added/Modified: 2015-03-31
INVESTIGATING THE IMPACT OF FINANCIAL INNOVATION ON THE VOLATILITY OF THE DEMAND FOR MONEY IN THE UNITED STATED IN THE CONTEXT OF AN ARCH/GARCH MODEL
Payam MOHAMMAD Aliha, Tamat Sarmidi and Fathin Said
in Regional Science Inquiry (2018)
Keywords: money demand, ARCH/GARCH, financial innovation, internal/external shock
JEL-codes: C13; C40; C51; E40; E44
Created/Revised: 2018-01-01 Added/Modified: 2021-01-31
The Volatility Assessment of CO2 Emissions in Uzbekistan: ARCH/GARCH Models
Bekhzod Kuziboev, Petra VysuÅ¡ilovÃ¡, Raufhon Salahodjaev, Alibek Rajabov and Tukhtabek Rakhimov
in International Journal of Energy Economics and Policy (2023)
Keywords: CO2 Emissions, Volatility, ARCH, GARCH, Uzbekistan
JEL-codes: C22; C5; Q53; Q58
Created/Revised: 2023-01-01 Added/Modified: 2023-12-11
Effects of remittance’s inflow and measuring the impact of remittances on GDP per capita growth: Application of ARCH/GARCH and logit model
Goran Miladinov
in Remittances Review (2021)
Keywords: Balkans; remittance’s inflow; ARCH/GARCH; Logit; GDP per capita growth
Created/Revised: 2021-01-01 Added/Modified: 2021-06-01
ARCH/GARCH with persistent covariate: Asymptotic theory of MLE
Heejoon Han and Joon Y. Park
in Journal of Econometrics (2012)
Keywords: ARCH; GARCH; Persistent covariate; Maximum likelihood estimator; Asymptotic distribution theory;
JEL-codes: C22; C50; G12
Created/Revised: 2012-01-01 Added/Modified: 2012-09-24
Glossary to ARCH (GARCH)
Tim Bollerslev
from Department of Economics and Business Economics, Aarhus University (2008)
Keywords: (G)ARCH, Volatility models
JEL-codes: C22
Created/Revised: 2008-09-04 Added/Modified: 2009-01-22
Forecasting stock prices on the Zimbabwe Stock Exchange (ZSE) using Arima and Arch/Garch models
S Mutendadzamera and Farikayi K. Mutasa
in International Journal of Management Sciences (2014)
Keywords: stock prices, ARIMA, GARCH/ARCH, Zimbabwe Stock Exchange.
Created/Revised: 2014-01-01 Added/Modified: 2017-07-23
ARCH-GARCH Heteroskedasticity Models
Jonas Kuma
from HAL (2018)
Created/Revised: 2018-04-18 Added/Modified: 2020-04-28
MVGARCHTOVECH: RATS procedure to extract a VECH representation from GARCH estimates
Tom Doan
from Boston College Department of Economics (MVGARCHTOVECH: RATS procedure to extract a VECH representation from GARCH estimates)
Keywords: ARCH-GARCH
Added/Modified: 2013-05-09
RATS program to replicate Baillie and Bollerslev GARCH models with day-of-week effects
Tom Doan
from Boston College Department of Economics (RATS program to replicate Baillie and Bollerslev GARCH models with day-of-week effects)
Keywords: ARCH-GARCH
Added/Modified: 2013-05-09
ARCH Models and an Application on Exchange Rate Volatility: ARCH and GARCH Models
Lokman Kantar
from Springer (2021)
Keywords: Volatility, ARCH, GARCH, EGARCH, TGARCH, Exchange Rate
Created/Revised: 2021-01-01 Added/Modified: 2021-02-18
Bi-directional Causality Between Volatility in Output Growth and Price Growth: Evidence from Rice Production in India Using ARCH/GARCH and Panel VECM Approach
Dipyaman Pal and Chandrima Chakraborty
from Springer (2023)
Keywords: Output volatility, Price volatility, ARCH model, GARCH model
Created/Revised: 2023-01-01 Added/Modified: 2023-08-11
GARCHFORE: RATS procedure to perform univariate GARCH forecasting
Tom Doan
from Boston College Department of Economics (GARCHFORE: RATS procedure to perform univariate GARCH forecasting)
Keywords: Forecasts for ARCH-GARCH
Added/Modified: 2013-05-09
TSECCTEST: RATS procedure to perform Tse test for constant correlation in MV-GARCH model
Tom Doan
from Boston College Department of Economics (TSECCTEST: RATS procedure to perform Tse test for constant correlation in MV-GARCH model)
Keywords: Multivariate ARCH-GARCH
Added/Modified: 2013-05-09
RATS program to demonstrate multivariate GARCH models
Tom Doan
from Boston College Department of Economics (RATS program to demonstrate multivariate GARCH models)
Keywords: Multivariate ARCH-GARCH
Added/Modified: 2013-05-09
RATS program to demonstrate univariate GARCH estimation
Tom Doan
from Boston College Department of Economics (RATS program to demonstrate univariate GARCH estimation)
Keywords: ARCH-GARCH models
Added/Modified: 2013-05-09
RATS program to estimate various forms of DCC GARCH models
Tom Doan
from Boston College Department of Economics (RATS program to estimate various forms of DCC GARCH models)
Keywords: ARCH-GARCH, DCC
Added/Modified: 2013-05-09
RATS program to demonstrate bootstrapping with an E-GARCH model
Tom Doan
from Boston College Department of Economics (RATS program to demonstrate bootstrapping with an E-GARCH model)
Keywords: ARCH-GARCH , Bootstrapping
Added/Modified: 2013-05-09
RATS program to demonstrate bootstrapping on a multivariate GARCH model
Tom Doan
from Boston College Department of Economics (RATS program to demonstrate bootstrapping on a multivariate GARCH model)
Keywords: ARCH-GARCH, Bootstrapping
Added/Modified: 2013-05-09
Analysis of Olive Oil Market Volatility using the ARCH and GARCH techniques
Tiago Silveira Gontijo, Alexandre de C ssio Rodrigues, Cristiana Fernandes De Muylder, Jefferson Lopes la Falce and Thiago Henrique Martins Pereira
in International Journal of Energy Economics and Policy (2020)
Keywords: Olive oil, volatility, ARCH, and GARCH.
JEL-codes: O13; Q02; Q42
Created/Revised: 2020-01-01 Added/Modified: 2020-06-08

Documents 1 to 20, page 1 of 16. 312 documents matched the search for ARCH-GARCH in titles and keywords.
Documents 1 to 20, page 1 of 16. 1 2 3 4 5

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