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机译:基于非对称状态切换GARCH模型的油轮运费波动性预测
Department of Economics, Helmut-Schmidt-University, Hamburg, Germany,Department of Applied Economics, HSBA Hamburg School of Business Administration, Hamburg, Germany;
Faculty of Business and Economics, Technische Universität Dresden, Dresden, Germany,School of Business, International University, Vietnam National University of Ho Chi Minh City, Ho Chi Minh City, Vietnam;
APARCH; asymmetric volatility; EGARCH; expected shortfall; GARCH models; Markov regime switching; risk management; seasonal adjustment; tanker freight rates; value-at-risk; VAR; volatility forecasting; crude oil transport;
机译:不对称加油型模型用于不对称波动特性分析和风力预测
机译:预测汇率波动性:GARCH模型与隐含波动率预测
机译:使用GARCH模型对孟加拉国的汇率波动进行建模和预测:基于正态和学生的
机译:创新假设对波动率预测的非对称GARCH模型的影响
机译:在极端条件波动期间,石油期货市场的效率以及对称与非对称GARCH模型的对冲有效性。
机译:南地中海农村的食品价格波动和不对称:基于Copula的GARCH模型
机译:油轮运费的波动预测:油价冲击的作用