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19 April 2024
 
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Results 1 to 20 of 1'676 for query "Garching". (0.00 sec.)

[    1    2    3    4    5    10    ]   Next
1.
GaBoDS: The Garching-Bonn Deep Survey -- I. Anatomy of galaxy clusters in the background of NGC 300
Mischa Schirmer; Thomas Erben; Peter Schneider; Grzesiek Pietrzynski; Wolfgang Gieren; Alberto Micol; Francesco Pierfederici;
10 May 2003   /  Astron.Astrophys. 407 (2003) 869-888 DOI: 10.1051/0004-6361:20031026
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2.
Catalogue of cataclysmic binaries, low-mass X-ray binaries and related objects (Seventh edition)
H. Ritter; U. Kolb;
22 Dec 2002   /  Astron.Astrophys. 404 (2003) 301-304
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3.
16 x 25 Ge:Ga Detector Arrays for FIFI LS
D. Rosenthal; J. W. Beeman N. Geis; L. Looney; A. Poglitsch; W. K. Park; W. Raab; A. Urban ( MPE Garching; LBL;
23 Mar 2000
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4.
Forecasting crude oil market volatility: can the Regime Switching GARCH model beat the single-regime GARCH models?
Yue-Jun Zhang; Ting Yao; Ling-Yun He;
5 Dec 2015
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5.
Augmented GARCH sequences: Dependence structure and asymptotics
Siegfried Hörmann;
15 May 2008
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6.
GARCH modelling in continuous time for irregularly spaced time series data
Ross A. Maller; Gernot Müller; Alex Szimayer;
14 May 2008
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7.
Evaluation of extremal properties of GARCH(p,q) processes
Fabrizio Laurini; Paul Fearnhead; Jonathan A. Tawn;
19 Aug 2019
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8.
A Novel Maneuvering Target Tracking Approach by Stochastic Volatility GARCH Model
Ehsan Hajiramezanali; Seyyed Hamed Fouladi; Hamidreza Amindavar;
13 Feb 2019
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9.
Influence of deterministic trend on the estimated parameters of GARCH(1,1) model
Cualin Vamoş; Maria Cruaciun;
11 Sep 2007
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10.
Multiplicity of young brown dwarfs in Cha I
V. Joergens; E. Guenther; R. Neuhäuser; F. Comerón; N. Huélamo; J. Alves; Wolfgang Brandner;
11 Jun 2001
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11.
Forecasting High-Dimensional Covariance Matrices of Asset Returns with Hybrid GARCH-LSTMs
Lucien Boulet;
26 Aug 2021
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12.
Spatial and Spatiotemporal GARCH Models -- A Unified Approach
Philipp Otto; Wolfgang Schmid;
22 Aug 2019
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13.
Efficient Gibbs Sampling for Markov Switching GARCH Models
Monica Billio; Roberto Casarin; Anthony Osuntuyi;
21 Dec 2012
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14.
Comparison results for Garch processes
Fabio Bellini; Franco Pellerey; Carlo Sgarra; Salimeh Yasaei Sekeh;
17 Apr 2012
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15.
Realized Wavelet Jump-GARCH model: Can wavelet decomposition of volatility improve its forecasting?
Jozef Barunik; Lukas Vacha;
6 Apr 2012
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16.
Markov Chain Monte Carlo on Asymmetric GARCH Model Using the Adaptive Construction Scheme
Tetsuya Takaishi;
8 Sep 2009
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17.
Realized GARCH, CBOE VIX, and the Volatility Risk Premium
Peter Reinhard Hansen; Zhuo Huang; Chen Tong; Tianyi Wang;
10 Dec 2021
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18.
Exponential GARCH-Ito Volatility Models
Donggyu Kim;
8 Nov 2021
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19.
Sector Volatility Prediction Performance Using GARCH Models and Artificial Neural Networks
Curtis Nybo;
18 Oct 2021
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20.
GARCH-UGH: A bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Hibiki Kaibuchi; Yoshinori Kawasaki; Gilles Stupfler;
20 Apr 2021
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