Empirical study of GARCH models with leverage effect in an environmental application-Reference-Cited by-同舟云学术

Empirical study of GARCH models with leverage effect in an environmental application

Published:2013-03-31 Issue:1 Volume:21 Page:125-141
ISSN:1352-8505
Container-title:Environmental and Ecological Statistics
language:en
Short-container-title:Environ Ecol Stat

Author:

Amiri Esmail

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,General Environmental Science,Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/s10651-013-0248-1.pdf

Reference34 articles.

1. Amiri E (2010) Modelling volatility of growth rate in atmospheric carbon dioxide concentrations in a Bayesian approach. Environ Ecol Stat 18(4):735–755

2. Andersen TG, Bollerslev T (1998) Answering the skeptics: yes, standard volatility models do provide accurate forecasts. Int. Econ Rev 39:885–905

3. Andersen T, Bollerslev T, Diebold FX, Ebens H (2001) The distribution of realized stock return volatility. J Financial Econ 61:43–76

4. ASME (2009) Reducing carbon deoxide emissions, American Society of Mechanical Engineers (ASME) general position paper. Available at http://files.asme.org/asmeorg/NewsPublicPolicy/GovRelations/PositionStatements/17971.pdf

5. Baillie RT, Bollerslev T (1992) Prediction in dynamic models with time dependent conditional variances. J Econom 52:91–113

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Linking Water Quality to Drinking Water Treatment Costs Using Time Series Analysis: Examining the Effect of a Treatment Plant Upgrade in Ohio;Water Resources Research;2022-04-28

2. Hedge fund return, volatility asymmetry, and systemic effects: A higher-moment factor-EGARCH model;Journal of Financial Stability;2017-02