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4 articles related to "Garch Models"

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Articles

Original Research

Published on 10 Dec 2019

Revisiting the Integration of China Into the World Crude Oil Market: The Role of Structural Breaks

in Sustainable Energy Systems

Zhenhua Liu
Zhihua Ding
Pengxiang Zhai
Tao Lv
Jy S. Wu
Kai Zhang

Frontiers in Energy Research

doi 10.3389/fenrg.2019.00146

7,804 views
14 citations

Original Research

Published on 20 May 2025

Value at Risk long memory volatility models with heavy-tailed distributions for cryptocurrencies

in Mathematical Finance

Stephanie Danielle Subramoney
Knowledge Chinhamu
Retius Chifurira

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2025.1567626

4,030 views
2 citations

Original Research

Published on 30 Oct 2025

Dependence modeling and portfolio optimization with copula-GARCH: a European investment perspective

in Mathematical Finance

Anastasija Vasiljeva
Andrejs Matvejevs
Jegors Fjodorovs

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2025.1675120

2,515 views

Original Research

Accepted on 06 Feb 2026

Modeling Saudi Stock Index Returns and volatility: A Dual Approach using GARCH and Neural Networks

in AI in Finance

SUKAINAH ALBESHER
Dania Al-Najjar

Frontiers in Artificial Intelligence

283 views