Burmese pythons (Python bivittatus) have been an invasive species in Florida since the late 1970s. Despite this decades-long presence, they are largely understudied, and there are gaps in knowledge ...

ABSTRACT: The study applies a Kalman filter (KF) to Generalized Autoregressive Conditional Heteroskedasticity (GARCH) models to create a hybrid model, to estimate the parameters of the GARCH model in ...

This paper investigates the volatility dynamics and underlying long memory features of four major cryptocurrencies—Bitcoin, Ethereum, Litecoin, and Ripple—which were selected due to their high ...

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Abstract: The traditional GARCH model excels in dealing with conditional heteroskedasticity characteristics but has some limitations in capturing linear dynamics. To solve this problem, this research ...

School of Finance, Anhui University of Finance and Economics, Bengbu, China In this paper, we propose the realized EGARCH model with jumps (hereafter REGARCH-Jump model) to model and forecast the ...

1 School of Economics and Statistics, Guangzhou University, Guangzhou, China. 2 Department of Statistics, George Washington University, Washington, USA. This paper aims to study the GARCH-X model ...

Undergraduate thesis, Seoul National University Dept. of Economics — "Modeling Volatility and Risk Spillover Between the Financial Markets of US and China Using GARCH Value-at-Risk Forecasting and ...