Cover Image

A new implementation of Network GARCH Model

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Zhou, Peiyi
Format:	Preprint
Published:	2025
Subjects:	Methodology
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Consistent Variable Selection for GARCH-X Models
by: Zambom, Adriano Zanin, et al.
Published: (2026)

Time-Varying Dispersion Integer-Valued GARCH Models
by: Barreto-Souza, Wagner, et al.
Published: (2022)

GARCH copulas, v-transforms and D-vines for stochastic volatility
by: Dias, Alexandra, et al.
Published: (2024)

Inference for the panel ARMA-GARCH model when both $N$ and $T$ are large
by: Su, Bing, et al.
Published: (2024)

A Two-step Estimating Approach for Heavy-tailed AR Models with Non-zero Median GARCH-type Noises
by: She, Rui, et al.
Published: (2025)

Asymmetric GARCH modelling without moment conditions
by: Tao, Yuxin, et al.
Published: (2024)

Time Series Analysis of Rankings: A GARCH-Type Approach
by: Piancastelli, Luiza, et al.
Published: (2025)

Intraday FX Volatility-Curve Forecasting with Functional GARCH Approaches
by: Kearney, Fearghal, et al.
Published: (2023)

Graphical copula GARCH modeling with dynamic conditional dependence
by: Chan, Lupe Shun Hin, et al.
Published: (2024)

A new non-parametric Kendall's tau for matrix-valued elliptical observations
by: He, Yong, et al.
Published: (2022)

Bayesian Deep Generative Models for Multiplex Networks with Multiscale Overlapping Clusters
by: Zhou, Yuren, et al.
Published: (2024)

Unified implementation and comparison of Bayesian shrinkage methods for treatment effect estimation in subgroups
by: Wolbers, Marcel, et al.
Published: (2026)

A Functional Coefficients Network Autoregressive Model
by: Yin, Hang, et al.
Published: (2024)

Adaptive Estimation for Non-stationary Factor Models And A Test for Static Factor Loadings
by: Wu, Weichi, et al.
Published: (2020)

fastfrechet: An R package for fast implementation of Fréchet regression with distributional responses
by: Coulter, Alexander, et al.
Published: (2025)

REML implementations of kernel-based genomic prediction models for genotype x environment x management interactions
by: Melsen, Killian A. C., et al.
Published: (2025)

A new coefficient of separation
by: Fuchs, Sebastian, et al.
Published: (2025)

Modelling Directed Networks with Reciprocity
by: Feng, Rui, et al.
Published: (2024)

A Latent Position Co-Clustering Model for Multiplex Networks
by: Clarke, C. J., et al.
Published: (2025)

Change Point Detection on A Separable Model for Dynamic Networks
by: Kei, Yik Lun, et al.
Published: (2023)

Neural Network Machine Regression (NNMR): A Deep Learning Framework for Uncovering High-order Synergistic Effects
by: Zhang, Jiuchen, et al.
Published: (2026)

A comparison of methods for designing hybrid type 2 cluster-randomized trials with continuous effectiveness and implementation endpoints
by: Owen, Melody, et al.
Published: (2025)

A Bayesian Convolutional Neural Network-based Generalized Linear Model
by: Jeon, Yeseul, et al.
Published: (2022)

A new avenue for Bayesian inference with INLA
by: van Niekerk, Janet, et al.
Published: (2022)

A Multilayer Probit Network Model for Community Detection with Dependent Edges and Layers
by: Shi, Dapeng, et al.
Published: (2026)

A Dual Cox Model Theory And Its Applications In Oncology
by: Chen, Powei, et al.
Published: (2023)

A new class of functional conditional autoregressive models
by: Kim, Sooran
Published: (2026)

Hyperbolic Latent Space Models for Network Embedding: Model Specification and Bayesian Inference
by: Gong, Yiwei, et al.
Published: (2026)

Causal Inference for Network Autoregression Model: A Targeted Minimum Loss Estimation Approach
by: Wu, Yong, et al.
Published: (2025)

A Dynamic Stochastic Block Model for Multidimensional Networks
by: López, Ovielt Baltodano, et al.
Published: (2022)

Interpretable Deep Neural Network for Modeling Functional Surrogates
by: Jeon, Yeseul, et al.
Published: (2025)

Modeling Time-Varying Random Objects and Dynamic Networks
by: Dubey, Paromita, et al.
Published: (2021)

Hierarchical models for small area estimation using zero-inflated forest inventory variables: comparison and implementation
by: White, Grayson W., et al.
Published: (2025)

A Flexible Quasi-Copula Distribution for Statistical Modeling
by: Ji, Sarah S., et al.
Published: (2022)

Perturbation-Robust Predictive Modeling of Social Effects by Network Subspace Generalized Linear Models
by: Wang, Jianxiang, et al.
Published: (2024)

Numerically robust square root implementations of statistical linear regression filters and smoothers
by: Tronarp, Filip
Published: (2024)

Model-based clustering using a new mixture of circular regressions
by: Skhosana, Sphiwe B., et al.
Published: (2026)

Local Information for Global Network Estimation in Latent Space Models
by: Wang, Lijia, et al.
Published: (2025)

Neural Networks for Parameter Estimation in Geometrically Anisotropic Geostatistical Models
by: Villazón, Alejandro, et al.
Published: (2024)

Network Structural Equation Models for Causal Mediation and Spillover Effects
by: Kundu, Ritoban, et al.
Published: (2024)