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Portfolio optimization using modified Markowitz model based on CO-GARCH modeling compared to the market

• Authors : Fahime Jahanian; seyyed Ali Paytakhti Oskooe; Ahmad Mohammadi

Subjects: portfolio optimization; markowitz model; co-garch modeling

• Source: اقتصاد باثبات, Vol 3, Iss 2, Pp 69-82 (2022)

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Analysis of the Effects of the COVID-19 Crisis on the Persistence and Asymmetry of Volatility in the Paris Stock Market

• Authors : ANZIAN , Kouamé Marcel

Subjects: Conditional volatility; GARCH modeling; Volatility persistence

• Source: Revue Française d'Economie et de Gestion; Vol. 3 No. 5 (2022): Revue Française d'Economie et de Gestion ; Revue Française d'Economie et de Gestion; Vol. 3 No 5 (2022): Revue Française d'Economie

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Analysis of forecasting models in an electricity market under volatility

• Authors : Uddin, Gazi Salah, 1979; Tang, Ou, 1969; Sahamkhadam, Maziar

Subjects: forecasting; Swedish electricity market; GARCH modeling

• Source: ADBI Working Paper Series.

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ABNORMAL EVENT DETECTION IN PEDESTRIAN PATHWAY USING GARCH MODEL AND MLP CLASSIFIER

• Authors : Manjula Pattnaik

Subjects: abnormal event detection, anomaly detection, garch modeling, multilayer perceptron, neural network.; Biotechnology; TP248.13-248.65

• Source: International Journal of Advances in Signal and Image Sciences, Vol 5, Iss 2, Pp 15-22 (2019)

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MEASURING VOLATILITY USING GARCH MODELS : AN APPLICATION TO SELECTED STOCK OF DHAKA STOCK EXCHANGE

• Authors : Sharmin Islam , Rehena Parveen; Sabrina Rahaman and Mabia Khatun

Subjects: Stock Market Volatility Return Series GARCH Modeling

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Selectivity and market timing ability of fund managers: Comparative analysis of Islamic and conventional HSBC Saudi mutual funds

• Authors : Zouaoui, Marwa

Subjects: ddc:330; G23; G11

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Selectivity and Market Timing Ability of Fund Managers: Comparative Analysis of Islamic and Conventional HSBC Saudi Mutual Funds

• Authors : Marwa Zouaoui

Subjects: Islamic mutual funds; performance analysis; performance persistence

• Source: International Journal of Financial Studies; Volume 7; Issue 3; Pages: 48

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Estimation of Monthly Gold Prices using Non-Gaussian Innovations

• Authors : Mahalingam, Ajanthy; Peiris, T. S. G.

Subjects: GARCH Modeling; Gold Prices; Time Series Analysis

• Source: Asian Journal of Business and Management; Vol. 3 No. 3 (2015): June 2015 ; 2321-2802

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Partisan Politics and Stock Market Performance: The Effect of Expected Government Partisanship on Stock Returns in the 2002 German Federal Election

• Authors : Füss, Roland; Bechtel, Michael M.

• Source: Public Choice, 2008 Jun 01. 135(3/4), 131-150.

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Analysis of forecasting models in an electricity market under volatility

• Authors : Uddin, Mohammed Gazi Salah; Tang, Ou; Sahamkhadam, Maziar

Subjects: G17; multi-scale analysis; Swedish electricity market

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