Cargando…

A Visit to Garches with Dr. Roux

Detalles Bibliográficos
Autor principal:	Lees, R. Cowan
Formato:	Online Artículo Texto
Lenguaje:	English
Publicado:	Royal Medico-Chirurgical Society of Glasgow 1895
Materias:	Original Articles
Acceso en línea:	https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5945377/ https://www.ncbi.nlm.nih.gov/pubmed/30436502

Ejemplares similares

GARCH Models
por: Francq, Christian
Publicado: (2010)

GARCH Models
por: Francq, Christian
Publicado: (2019)

Bootstrapping Stationary ARMA-GARCH Models
por: Shimizu, Kenichi
Publicado: (2010)

Comparing cryptocurrencies and gold - a system-GARCH-approach
por: Klose, Jens
Publicado: (2022)

Status Report Of The Garching Era Experiment. (talk)
por: Andelfinger, C
Publicado: (1973)

Estimation and tests for power-transformed and threshold GARCH models()
por: Pan, Jiazhu, et al.
Publicado: (2008)

A network autoregressive model with GARCH effects and its applications
por: Huang, Shih-Feng, et al.
Publicado: (2021)

Dependence structure of CAT bonds and portfolio diversification: a copula-GARCH approach
por: Haffar, Adlane, et al.
Publicado: (2022)

LSTM–GARCH Hybrid Model for the Prediction of Volatility in Cryptocurrency Portfolios
por: García-Medina, Andrés, et al.
Publicado: (2023)

Estimating the volatility of cryptocurrencies during bearish markets by employing GARCH models
por: Kyriazis, Νikolaos A., et al.
Publicado: (2019)

Testing for Serial Correlation in Autoregressive Exogenous Models with Possible GARCH Errors
por: Li, Hanqing, et al.
Publicado: (2022)

Traffic Volatility Forecasting Using an Omnibus Family GARCH Modeling Framework
por: Ou, Jishun, et al.
Publicado: (2022)

GARCHNet: Value-at-Risk Forecasting with GARCH Models Based on Neural Networks
por: Buczynski, Mateusz, et al.
Publicado: (2023)

Linear models and time-series analysis: regression, anova, arma and garch
por: Paolella, Marc S
Publicado: (2018)

From farm town to Nobel prize stronghold: science city Garching
Publicado: (2006)

An integer GARCH model for a Poisson process with time-varying zero-inflation
por: Ratnayake, Isuru Panduka, et al.
Publicado: (2023)

Estimating Risk of Natural Gas Portfolios by Using GARCH-EVT-Copula Model
por: Tang, Jiechen, et al.
Publicado: (2015)

The predictive capacity of GARCH-type models in measuring the volatility of crypto and world currencies
por: Naimy, Viviane, et al.
Publicado: (2021)

A Height Nonlinear Velocity Field Algorithm for CORS Station Based on GARCH Model
por: Zhang, Hengjing, et al.
Publicado: (2022)

Modeling inflation rates and exchange rates in Ghana: application of multivariate GARCH models
por: Nortey, Ezekiel NN, et al.
Publicado: (2015)

An empirical investigation of investor sentiment and volatility of realty sector market in India: an application of the DCC–GARCH model
por: Pillada, Naga, et al.
Publicado: (2023)

Stochastic properties and pricing of bitcoin using a GJR-GARCH model with conditional skewness and kurtosis components
por: Theodossiou, Panayiotis, et al.
Publicado: (2022)

The influence of COVID-19 epidemic on BDI volatility: An evidence from GARCH-MIDAS model
por: Xu, Lang, et al.
Publicado: (2022)

Bayesian Inference for Mixed Gaussian GARCH-Type Model by Hamiltonian Monte Carlo Algorithm
por: Liang, Rubing, et al.
Publicado: (2022)

Compte rendu des visites effectuees chez siemens-dynamowerk, Berlin: Le 14 Avril 1975 et a garching (Munich) le 16 Avril 1975
por: von Ballmoos, H
Publicado: (1975)

Visit of Dr. Stoltenberg
por: CERN PhotoLab
Publicado: (1966)

Orthopedic Management of Scoliosis by Garches Brace and Spinal Fusion in SMA Type 2 Children
por: Catteruccia, Michela, et al.
Publicado: (2015)

Bridge Structure Deformation Prediction Based on GNSS Data Using Kalman-ARIMA-GARCH Model
por: Xin, Jingzhou, et al.
Publicado: (2018)

Symmetric and asymmetric GARCH estimations of the impact of oil price uncertainty on output growth: evidence from the G7
por: Alao, Rasheed O., et al.
Publicado: (2023)

Modeling Markov Switching ARMA-GARCH Neural Networks Models and an Application to Forecasting Stock Returns
por: Bildirici, Melike, et al.
Publicado: (2014)

Modelling time-varying volatility using GARCH models: evidence from the Indian stock market
por: Ali, Farman, et al.
Publicado: (2022)

Visit of Dr. Alfred Blalock
Publicado: (1952)

Determining the return volatility of the Ghana stock exchange before and during the COVID-19 pandemic using the exponential GARCH model
por: Prempeh, Kwadwo Boateng, et al.
Publicado: (2022)

Short-term effect of COVID-19 pandemic on cryptocurrency markets: A DCC-GARCH model analysis
por: Ben-Ahmed, Kais, et al.
Publicado: (2023)

Mit Antiteilchen auf Fehlersuche - Weltweit st rkste Positronenquelle am FRM II in Garching
Publicado: (2009)

Dr. Kocher’s Visit to Albany
Publicado: (1907)

Dr. Bonwill’s Visit to Europe
Publicado: (1897)

The Dynamic Volatility Connectedness of Major Environmental, Social, and Governance (ESG) Stock Indices: Evidence Based on DCC-GARCH Model
por: Shaik, Muneer, et al.
Publicado: (2022)

Exchange rate volatility connectedness during Covid-19 outbreak: DECO-GARCH and Transfer Entropy approaches
por: Thai Hung, Ngo, et al.
Publicado: (2022)

Dr. Stubb's Visit to the Parisian Lunatic Asylums
por: Stubb, Henry Hunt
Publicado: (1848)

Cannot write session to /tmp/vufind_sessions/sess_5hkftnnc5rfs0r8utper2ememt