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https://www.datacamp.com/courses/garch-models-in-python
GARCH Models in Python Course | DataCamp
Learn Data Science & AI from the comfort of your browser, at your own pace with DataCamp's video tutorials & coding challenges on R, Python, Statistics & more.
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https://www.preprints.org/manuscript/201902.0039
Modeling Volatility of Nigeria Stock Exchange Using Multivariate GARCH Models[v1] | Preprints.org
The aim of this research work was to provide model for predicting stock volatility in Nigeria Stock market. To achieve this, monthly data for Nigerian stock...
nigeria stock exchangemodelingvolatilityusingmultivariate
https://www.scirp.org/reference/referencespapers?referenceid=2983048
Kim, S., Cho, S. and Lee, S. (2000) On the Cusum Test for Parameter Changes in Garch (1, 1) Models....
Kim, S., Cho, S. and Lee, S. (2000) On the Cusum Test for Parameter Changes in Garch (1, 1) Models. Communications in Statistics-Theory and Methods, 29,...
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https://www.preprints.org/manuscript/202406.1434
Forecasting Volatility of SOFIX Index with GARCH Models[v1] | Preprints.org
This paper investigates five different GARCH models (GARCH, EGARCH, IGARCH, Component GARCH (CGARCH) and GJR-GARCH) along with six distributions (Normal,...
forecastingvolatilitysofixindexgarch
https://www.scirp.org/journal/articles?searchcode=GARCH&searchfield=keyword&page=1
GARCH - Articles - Scientific Research Publishing
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https://arxiv.org/abs/1910.01398
[1910.01398] The effects of degrees of freedom estimation in the Asymmetric GARCH model with...
Abstract page for arXiv paper 1910.01398: The effects of degrees of freedom estimation in the Asymmetric GARCH model with Student-t Innovations
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