Skip to main content

5 articles related to "Garch Model"

No matches to your query could be found. Try another search term.
No matches to your query could be found. Try another search term.
No matches to your query could be found. Try another search term.
No matches to your query could be found. Try another search term.
No matches to your query could be found. Try another search term.

Articles

Methods

Published on 08 Jan 2016

A Markov Chain Approximation for American Option Pricing in Tempered Stable-GARCH Models

in Mathematical Finance

Xiang Shi
Lihua Zhang
Young S. A. Kim

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2015.00013

5,827 views
4 citations

Original Research

Published on 21 May 2021

Time-Varying Volatility in Bitcoin Market and Information Flow at Minute-Level Frequency

in Social Physics

Irena Barjašić
Nino Antulov-Fantulin

Frontiers in Physics

doi 10.3389/fphy.2021.644102

9,274 views
5 citations

Original Research

Published on 12 Nov 2021

Measuring the Topological Time Irreversibility of Time Series With the Degree-Vector-Based Visibility Graph Method

in Social Physics

Ryutaro Mori
Ruiyun Liu
Yu Chen

Frontiers in Physics

doi 10.3389/fphy.2021.777958

3,500 views
2 citations

Original Research

Published on 16 Sep 2022

Volatility research of nickel futures and spot prices based on copula-GARCH model

in Sustainable Energy Systems

Shuifeng Hong
Yimin Luo
Mengya Li
Dajian Qin

Frontiers in Energy Research

doi 10.3389/fenrg.2022.1011750

4,812 views
1 citation

Original Research

Published on 03 Nov 2021

A Decade Long Slowdown in Road Crashes and Inherent Consequences Predicted for South Africa

in Transport Safety

Dimakatso Machetele
Kowiyou Yessoufou

Frontiers in Future Transportation

doi 10.3389/ffutr.2021.760640

10,863 views
1 citation