Search Results

Volatility spillovers in the US-China financial markets: Evidence from BEKK-GARCH model,
Ting Yang, Wee-Yeap Lau and Elya Nabila Abdul Bahri, in Asian Journal of Economic Modelling (2025)
Keywords: BEKK-GARCH model, China, Financial market, The United States, Trade war, Volatility spillover.

Contagion effect of cryptocurrency on the securities market: a study of Bitcoin volatility using diagonal BEKK and DCC GARCH models,
Kavya Clanganthuruthil Sajeev and Mohd Afjal, in SN Business & Economics (2022)
Keywords: Cryptocurency, Volatility spillover, Contagion effect, Securities markets, BEKK–DCC GARCH models

TESTING GARCH-X TYPE MODELS,
Rasmus Soendergaard Pedersen and Anders Rahbek, from University of Copenhagen. Department of Economics (2017)
Keywords: Testing on the boundary; Likelihood-ratio test; Non-identi?cation; GARCH-X; PAR-X; GARCH models; Integer-valued

Multivariate Variance Targeting in the BEKK-GARCH Model,
Rasmus Pedersen and Anders Rahbek, from Department of Economics and Business Economics, Aarhus University (2012)
Keywords: Covariance targeting, Variance targeting, Multivariate GARCH, BEKK, Asymptotic theory, Time series.

The Effective Field in the T(x) Hysteresis Model,
Krzysztof Roman Chwastek, Paweł Jabłoński, Dariusz Kusiak, Tomasz Szczegielniak, Václav Kotlan and Pavel Karban, in Energies (2023)
Keywords: modeling; T(x) model; geometric interpretation; electrical steel

The Volatility Spillover Effect Between the International Crude Oil Futures Price and China¡¯s Stock Market - Multivariate BEKK-GARCH Model Based on Wavelet Multiresolution,
Maoguo Wu and Zhehao Zhu, in International Journal of Financial Research (2019)
Keywords: wavelet multiresolution, BEKK-GARCH model, volatility spillover effect, WTI, Shanghai composite index

Analysing the gold-stock nexus using VARMA-BEKK-AGARCH and Quantile regression models: New evidence from South Africa and Nigeria,
Adeolu O. Adewuyi, Olabanji Awodumi and Temitope T. Abodunde, in Resources Policy (2019)
Keywords: VARMA-BEKK-AGARCH model; Quantile regression; Stock markets; Gold market; Diversification and hedging effectiveness;

Volatility spillovers for energy prices: A diagonal BEKK approach,
Mehdi Zolfaghari, Hamed Ghoddusi and Fatemeh Faghihian, in Energy Economics (2020)
Keywords: Exchange rate; Stock market; Energy Price; Diagonal BEKK model;

A Study of the Machine Learning Approach and the MGARCH-BEKK Model in Volatility Transmission,
Prashant Joshi, Jinghua Wang and Michael Busler, in JRFM (2022)
Keywords: MGARCH-BEKK; GA 2 M ; machine learning; volatility spillovers robustness; cryptocurrency

Modeling oil price–US stock nexus: A VARMA–BEKK–AGARCH approach,
Afees Salisu and Tirimisiyu Oloko, in Energy Economics (2015)
Keywords: Oil price; S&P stocks; VARMA–BEKK–AGARCH; Spillover effect; Asymmetric effect; Portfolio management;

The Fiction of Full BEKK,
Chia-Lin Chang and Michael McAleer, from Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2017)
Keywords: Random coefficient stochastic process, Off-diagonal parametric restrictions, Diagonal and Full BEKK, Regularity conditions, Asymptotic properties, Conditional volatility, Univariate and multivariate models

The Fiction of Full BEKK,
Chia-Lin Chang and Michael McAleer, from Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2017)
Keywords: Random coefficient stochastic process, Off-diagonal parametric restrictions, Diagonal and Full BEKK, Regularity conditions, Asymptotic properties, Conditional volatility, Univariate and multivariate models.

High dimensional controlled variable selection with model-X knockoffs in the AFT model,
Baihua He, Di Xia and Yingli Pan, in Computational Statistics (2024)
Keywords: High dimensional data, Controlled variable selection, Model-X knockoffs, AFT model, FDR

Construction of value-at-risk forecasts under different distributional assumptions within a BEKK framework,
Manuela Braione and Nicolas Scholtes, from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2014)
Keywords: Dow Jones industrial average, BEKK model, maximum likelihood, value-at-risk

Volatility Between Oil Prices and Stock Returns of Dow Jones Index: A Bivariate GARCH (BEKK) Approach,
Dimitrios Kartsonakis Mademlis and Nikolaos Dritsakis, from Springer (2018)
Keywords: BEKK-GARCH model, Oil prices, Stock market, Volatility

Bayesian estimation of P (Y>X) from Burr-type X model containing spurious observations,
Chansoo Kim and Younshik Chung, in Statistical Papers (2006)
Keywords: Bayes estimation, Burr-type X model, Spurious observation, Stress-strength model,

MGARCH models: tradeoff between feasibility and flexibility,
Daniel de Almeida and Luiz Hotta, from Universidad Carlos III de Madrid. Departamento de Estadística (2015)
Keywords: BEKK

Modeling extreme risks in commodities and commodity currencies,
Fernanda Fuentes, Rodrigo Herrera and Adam Clements, in Pacific-Basin Finance Journal (2018)
Keywords: Commodity currency; BEKK; Hawkes model; Value at risk;

Dynamic Relationships between Oil Price, Inflation and Economic Growth: A VARMA, GARCH-in-mean, asymmetric BEKK Model for Turkey,
Gurkan Bozma, Murat Akadg and Rahman Aydin, in Economics Bulletin (2021)
Keywords: Oil Price Uncertainty, Inflation, Output, VARMA, GARCH-BEKK

Which information matters to market risk spreading in Brazil? Volatility transmission modelling using MGARCH-BEKK, DCC, t-Copulas,
Felipe A. de Oliveira, Sinézio F. Maia, Diego P. de Jesus and Cássio Besarria, in The North American Journal of Economics and Finance (2018)
Keywords: DCC; GARCH-BEKK; t-Copulas; Spillover; Market risk;

Exploring the influence of the geopolitical risks on the natural resource price volatility and correlation: Evidence from DCC-MIDAS-X model,
Han Liu, Peng Yang, Yongda He, Les Oxley and Pengwei Guo, in Energy Economics (2024)
Keywords: Natural resources; Geopolitical risks; DCC-MIDAS-X model;

An Efficient Deep Learning Model to Detect COVID-19 Using Chest X-ray Images,
Somenath Chakraborty, Beddhu Murali and Amal K. Mitra, in IJERPH (2022)
Keywords: COVID-19; SARS-CoV-2; chest X-ray; Deep Learning Model

Hedge ratio on Markov regime-switching diagonal Bekk–Garch model,
Yan Zhipeng and Li Shenghong, in Finance Research Letters (2018)
Keywords: Stock index futures; Hedge ratio; Regime-switching; Garch models;

BEKKs: An R Package for Estimation of Conditional Volatility of Multivariate Time Series,
Markus J. Fülle, Christian M. Hafner, Helmut Herwartz and Alexander Lange, from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) (2024)
Keywords: BEKK model ; multivariate GARCH ; leverage effect ; value-at-risk ; impulse response functions ; R

A Local Spatial STIRPAT Model for Outdoor NO x Concentrations in the Community of Madrid, Spain,
José-María Montero, Gema Fernández-Avilés and Tiziana Laureti, in Mathematics (2021)
Keywords: STIRPAT model; NO x concentrations; spatial dependencies; EKC; transport energy use; spatio-temporal kriging

Thermodynamic potential of the periodic Anderson model with the X-boson method: chain approximation,
R. Franco, M.S. Figueira and M.E. Foglio, in Physica A: Statistical Mechanics and its Applications (2002)
Keywords: A. Periodic Anderson model; B. Cumulant expansion; C. Slave boson; D. X-boson;

The fiction of full BEKK: Pricing fossil fuels and carbon emissions,
Chia-Lin Chang and Michael McAleer, in Finance Research Letters (2019)
Keywords: Random coefficient stochastic process; Off-diagonal parametric restrictions; Diagonal BEKK; Full BEKK; Regularity conditions; Asymptotic properties; Conditional volatility; Univariate and multivariate models; Fossil fuels and carbon emissions;

The Fiction of Full BEKK: Pricing Fossil Fuels and Carbon Emissions,
Chia-Lin Chang and Michael McAleer, from Tinbergen Institute (2018)
Keywords: Random coefficient stochastic process, Off-diagonal parametric restrictions, Diagonal BEKK, Full BEKK, Regularity conditions, Asymptotic properties, Conditional volatility, Univariate and multivariate models, Fossil fuels and carbon emissions

The Fiction of Full BEKK: Pricing Fossil Fuels and Carbon Emissions,
Chia-Lin Chang and Michael McAleer, from Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2018)
Keywords: Random coefficient stochastic process; Off-diagonal parametric restrictions; Diagonal BEKK; Full BEKK; Regularity conditions; Asymptotic properties; Conditional volatility; Univariate and multivariate models; Fossil fuels and carbon emissions.

A Coordinate Free Conditional Distributions in Multivariate GARCH Models,
Mateusz Pipień, from University of Lodz (2010)
Keywords: Coordinate free conditional distribution; Multivariate GARCH model; BEKK model

Volatility Persistence and Spillover Effects of Indian Market in the Global Economy: A Pre- and Post-Pandemic Analysis Using VAR-BEKK-GARCH Model,
Narayana Maharana, Ashok Kumar Panigrahi and Suman Kalyan Chaudhury, in JRFM (2024)
Keywords: pandemic; global economy; COVID-19; volatility spillover; VAR-GARCH-BEKK

Multivariate Hyper-Rotated GARCH-BEKK,
Manabu Asai and Michael McAleer, in Journal of Time Series Econometrics (2022)
Keywords: rotated BEKK, hyper-rotated BEKK, diagonal BEKK, multivariate GARCH, quasi-maximum likelihood estimation, consistency, asymptotic normality

Crude Oil Volatility Transmission Across Food Commodity Markets: A Multivariate BEKK-GARCH Approach,
M. Thenmozhi and Shipra Maurya, in Journal of Emerging Market Finance (2020)
Keywords: Volatility spillover; commodity futures; crude oil price; agricultural commodity; BEKK-GARCH model; biofuel

Does the Baltic Dry Index drive volatility spillovers in the commodities, currency, or stock markets?,
Arthur J. Lin, Hai Yen Chang and Jung Lieh Hsiao, in Transportation Research Part E: Logistics and Transportation Review (2019)
Keywords: Volatility spillover; VAR–BEKK–GARCH-X model; Baltic Dry Index; Dry bulk shipping;

Prediction and Control of the Nitrogen Oxides Emission for Environmental Protection Goal Based on Data-Driven Model in the SCR de-NO x System,
Chang Liu, Bo Hu, Meiyan Song, Yuan Yang, Guangquan Xian, Liang Qu, Ze Dong and Laiqing Yan, in Sustainability (2022)
Keywords: environmental protection; select catalyst reduction (SCR) system; inlet NO x ; data-driven model; control

Modeling and Multi-Objective Optimization of NO x Conversion Efficiency and NH 3 Slip for a Diesel Engine,
Bo Liu, Fuwu Yan, Jie Hu, Richard Fiifi Turkson and Feng Lin, in Sustainability (2016)
Keywords: NO x conversion efficiency; NH 3 slip; genetic algorithm; support vector machine; prediction model; multi-objective optimization

Saturation Modeling of Gas Hydrate Using Machine Learning with X-Ray CT Images,
Sungil Kim, Kyungbook Lee, Minhui Lee, Taewoong Ahn, Jaehyoung Lee, Hwasoo Suk and Fulong Ning, in Energies (2020)
Keywords: X-ray CT image; gas hydrate sand sample; saturation modeling; machine learning; random forest

M X /G/1 queuing model with state dependent arrival and Second Optional Vacation,
Charan Jeet Singh, Madhu Jain and Binay Kumar, in International Journal of Mathematics in Operational Research (2012)
Keywords: M X /G/1; bulk arrivals; queue length; state dependent rate; optional vacations; supplementary variables; maximum entropy; queuing models; modelling.

Exploring volatility of crude oil intra-day return curves: a functional GARCH-X Model,
Gregory Rice, Tony Wirjanto and Yuqian Zhao, from University Library of Munich, Germany (2021)
Keywords: Crude oil intra-day return curves, volatility modeling and forecasting, functional GARCH-X model, long-range dependence, basis selection

Exploring volatility of crude oil intraday return curves: A functional GARCH-X model,
Gregory Rice, Tony Wirjanto and Yuqian Zhao, in Journal of Commodity Markets (2023)
Keywords: WTI crude oil intraday return curves; Volatility modelling and forecasting; Functional GARCH-X model; Long-range dependence; Economic benefits;

Which information matters to Market risk spreading in Brazil? Volatility transmission modeling using MGARH-BEKK, DCC, t-COPULAS,
Felipe de Oliveira, Sinézio Fernandes Maia and Diego Pita de Jesus, from EcoMod (2017)
Keywords: Brazil, Finance, Macroeconometric modeling

Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models,
Massimiliano Caporin and Michael McAleer, from Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010)
Keywords: Hadamard models, conditional correlations, conditional covariances, diagonal models, forecasting, generalized models, scalar models, targeting

Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models,
Massimiliano Caporin and Michael McAleer, from University of Canterbury, Department of Economics and Finance (2010)
Keywords: Conditional correlations; conditional covariances; diagonal models; forecasting; generalized models; Hadamard models; scalar models; targeting

Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models,
Massimiliano Caporin and Michael McAleer, from Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2009)
Keywords: Conditional correlations, Conditional covariances, Diagonal models, Forecasting, Generalized models, Hadamard models, Scalar models, Targeting.

Systematic Modeling of Municipal Wastewater Activated Sludge Process and Treatment Plant Capacity Analysis Using GPS-X,
Nuhu Dalhat Mu’azu, Omar Alagha and Ismail Anil, in Sustainability (2020)
Keywords: activated sludge model 1 (ASM1); GPS-X Mantis model l model; model calibration and validation; municipal wastewater management; stoichiometric and kinetic parameters; treatment performance evaluation

Analyse et évaluation des canaux de transmission de la politique monétaire dans la CEMAC: une approche SPVAR-X,
Jacques Landry Bikai and Guy Kenkouo, in Mondes en développement (2019)
Keywords: monetary policy, inflation, SPVAR-X model, Cemac

Impacts of U.S. Stock Market Crash on South African Top Sector Indices, Volatility, and Market Linkages: Evidence of Copula-Based BEKK-GARCH Models,
Benjamin Mudiangombe Mudiangombe and John Weirstrass Muteba Mwamba, in IJFS (2023)
Keywords: volatility spillover; stock market crash; market linkages; global financial crisis; COVID-19; copulas; BEKK-GARCH

Assortative mating by population of origin in a mechanistic model of admixture,
Amy Goldberg, Ananya Rastogi and Noah A. Rosenberg, in Theoretical Population Biology (2020)
Keywords: X chromosome; Admixture; Assortative mating; Mechanistic models;

The Relationship of Causal Factors Affecting the Future Equilibrium Change of Total Final Energy Consumption in Thailand’s Construction Sector under a Sustainable Development Goal: Enriching the SE-VAR X Model,
Jindamas Sutthichaimethee and Kuskana Kubaha, in Resources (2018)
Keywords: total final energy consumption; SE-VAR X model; co-integration; error correction model; direct effect

Dependences and volatility spillovers between the oil and stock markets: New evidence from the copula and VAR-BEKK-GARCH models,
Lean Yu, Rui Zha, Dimitrios Stafylas, Kaijian He and Jia Liu, in International Review of Financial Analysis (2020)
Keywords: Oil market; Stock market; Dependence; Volatility spillover; Copula model; Multivariate GARCH model;

Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models,
Massimiliano Caporin and Michael McAleer, from Kyoto University, Institute of Economic Research (2010)
Keywords: Conditional correlations, conditional covariances, diagonal models, scalar models, targeting, asymptotic theory.

Modelling sustainable market co-movement between Nigeria (NSE) and South Africa stock markets (JSE),
Ebere Ume Kalu, Augustine C. Arize, Kishor Kumar Guru-Gharana and Ndubuisi Udemezue, in World Review of Entrepreneurship, Management and Sustainable Development (2024)
Keywords: GARCH; BEKK model; stock market volatility; JSE; NSE.

Price volatility forecasts for agricultural commodities: an application of volatility models, option implieds and composite approaches forfutures prices of corn and wheat,
Guillermo Benavides Perales, in Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics) (2009)
Keywords: Agricultural commodities, BEKK model, multivariate GARCH, Samuelson hypothesis, theory of storage

Modelling Volatility Spillover Effects Between Developed Stock Markets and Asian Emerging Stock Markets,
David Giles and Yanan Li, from Department of Economics, University of Victoria (2013)
Keywords: Volatility, Spillovers, Stock markets, Multivariate GARCH, Asymmetric BEKK model

Estimate of Secondary NO 2 Levels at Two Urban Traffic Sites Using Observations and Modelling,
Grazia Ghermandi, Sara Fabbi, Giorgio Veratti, Alessandro Bigi and Sergio Teggi, in Sustainability (2020)
Keywords: NO 2 ; NO x ; traffic emissions; dispersion models

Energy markets volatility modelling using GARCH,
Olga Efimova and Apostolos Serletis, in Energy Economics (2014)
Keywords: Crude oil; Natural gas; Electricity; Volatility; Trivariate VARMA; GARCH-in-mean model; Asymmetric BEKK model; DCC model;

The contribution of shadow banking risk spillover to the commercial banks in China: based on the DCC-BEKK-MVGARCH-Time-Varying CoVaR Model,
Chen Zhu, in Electronic Commerce Research (2023)
Keywords: Shadow banking, Risk spillover contribution, Time-Varying CoVaR Model

Do rare earths drive volatility spillover in crude oil, renewable energy, and high-technology markets? — A wavelet-based BEKK- GARCH-X approach,
Biao Zheng, Yuquan W. Zhang, Fang Qu, Yong Geng and Haishan Yu, in Energy (2022)
Keywords: Rare earths; Wavelet theory; High-technology; Renewable energy; Volatility spillover; GARCH model;

A SECTION APPROACH TO A TRAFFIC FLOW MODEL ON NETWORKS,
Arvind Kumar Gupta, in International Journal of Modern Physics C (IJMPC) (2013)
Keywords: Traffic, macroscopic model, section model, network, simulation, 64.60.aq, 47.27.E-, 46.15-x

Bayesian Analysis of Dynamic Conditional Correlation Using Bivariate GARCH Models,
Jacek Osiewalski and Mateusz Pipień, from University of Lodz (2005)
Keywords: Model comparison; Bayes factors; Multivariate GARCH processes; BEKK models; DCC models; Exchange rates

A Macroeconomic Simulation Model for Uzbekistan: Technical Guide to Macroeconomic Applications,
Montague Lord, from University Library of Munich, Germany (2005)
Keywords: Uzbekistan; macroeconometric model; RMSM-X; econometric time series model

A Comparison Between Direct and Indirect Seasonal Adjustment of the Chilean GDP 1986-2009 with X-12-ARIMA,
Carlos A. Medel, from University Library of Munich, Germany (2014)
Keywords: Seasonal adjustment; univariate time-series models; ARMA; X-12-ARIMA

A Comparison Between Direct and Indirect Seasonal Adjustment of the Chilean GDP 1986–2009 with X-12-ARIMA,
Carlos A. Medel, in Journal of Business Cycle Research (2018)
Keywords: Seasonal adjustment, Univariate time-series models, ARMA, X-12-ARIMA

A Multivariate GARCH Model with Time-Varying Correlations,
Y. K. Tse and Albert Tsui, from University Library of Munich, Germany (2000)
Keywords: BEKK models, constant correlation, Monte Carlo method, multivariate GARCH model, maximum likelihood estimate, varying correlation

A Multivariate GARCH Model with Time-Varying correlations,
Y. K. Tse and Albert Tsui, from University Library of Munich, Germany (2000)
Keywords: BEKK model, constant correlation, Monte Carlo method, multivariate GARCH model, maximum likelihood estimate, varying correlation

Modeling Analysis of Bi-Layer Ni-(ZrO 2 ) x (Y 2 O 3 ) 1− x Anodes for Anode-Supported Intermediate Temperature-Solid Oxide Fuel Cells,
Anna Enrico, Marco Cannarozzo and Paola Costamagna, in Energies (2014)
Keywords: intermediate temperature-solid oxide fuel cell (IT-SOFC); Ni-(ZrO 2 ) x (Y 2 O 3 ) 1− x (Ni-YSZ) composite; anode; anode-supported cell; bi-layer electrode; modeling

Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model,
Feiyu Jiang, Dong Li and Ke Zhu, in Journal of Econometrics (2021)
Keywords: Adaptive inference; Lagrange multiplier test; Portmanteau test; QMLE; Semiparametric BEKK model; Semiparametric GARCH model;

Computationally efficient inference procedures for vast dimensional realized covariance models,
Luc Bauwens and Giuseppe Storti, from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2012)
Keywords: realized covariance, CAW model, BEKK model, composite likelihood, covariance targeting, Wishart distribution

Time-varying betas in Central and Eastern European markets: a bivariate BEKK GARCH approach,
Sorin Anton and Marie Ochem, in International Journal of Economic Policy in Emerging Economies (2013)
Keywords: time-varying beta; country risk; GARCH BEKK model; Central and Eastern Europe; CEE; financial crisis; stock index; emerging markets; Czech Republic; Estonia; Lithuania; Poland; Romania; Russia; Latvia; Hungary.

X-Crise,
Marianne Fischman and Emeric Lendjel, from HAL (2007)
Keywords: X-Crise

X-Crise,
Marianne Fischman and Emeric Lendjel, from HAL (2007)
Keywords: X-Crise

STATISTICAL MECHANICS MODELS FOR X-CHROMOSOME INACTIVATION,
Antonio Scialdone and Mario Nicodemi, in Advances in Complex Systems (ACS) (2010)
Keywords: X-chromosome inactivation, statistical mechanics, computer simulations, genome spatial organization, chromosome stochastic regulatory mechanisms

A comparison of classification models to identify the Fragile X Syndrome,
Rafael Pino-Mejias, Mercedes Carrasco-Mairena, Antonio Pascual-Acosta, Maria-Dolores Cubiles-De-La-Vega and Joaquin Munoz-Garcia, in Journal of Applied Statistics (2008)
Keywords: fragile X syndrome, support vector machines, multilayer perceptron, classification trees, logistic regression, ensemble methods, R system,

X-Differencing and Dynamic Panel Model Estimation,
Chirok Han, Peter Phillips and Donggyu Sul, from Cowles Foundation for Research in Economics, Yale University (2010)
Keywords: GMM, Panel full aggregation, Stacked and pooled least squares, Panel unit root, X-Differencing

X-Vine Models for Multivariate Extremes,
Anna Kiriliouk, Jeongjin Lee and Johan Segers, from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) (2023)
Keywords: Exponent measure ; graphical model ; multivariate Pareto distribution ; pair copula construction ; regular vine ; tail copula

Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown,
Genaro Sucarrat, Steffen Grønneberg and Alvaro Escribano, in Computational Statistics & Data Analysis (2016)
Keywords: Log-GARCH-X; ARMA-X; Multivariate log-GARCH-X; VARMA-X; Volatility;

Competing risk modeling and testing for X-chromosome genetic association,
Meiling Hao, Xingqiu Zhao and Wei Xu, in Computational Statistics & Data Analysis (2020)
Keywords: Genetic association test; Subdistribution hazard function; X-chromosome association; X-chromosome inactivation;

An equation-by-equation estimator of a multivariate log-GARCH-X model of financial returns,
Christian Francq and Genaro Sucarrat, in Journal of Multivariate Analysis (2017)
Keywords: Exponential GARCH; Multivariate log-GARCH-X; VARMA-X; Equation-by-Equation estimation (EBEE); Least squares;

Equation-by-Equation Estimation of a Multivariate Log-GARCH-X Model of Financial Returns,
Christian Francq and Genaro Sucarrat, from University Library of Munich, Germany (2015)
Keywords: Exponential GARCH, multivariate log-GARCH-X, VARMA-X, Equation-by-Equation Estimation (EBEE), Least Squares

The Hybrid Modeling of Spatial Autoregressive Exogenous Using Casetti’s Model Approach for the Prediction of Rainfall,
Annisa Nur Falah, Budi Nurani Ruchjana, Atje Setiawan Abdullah and Juli Rejito, in Mathematics (2023)
Keywords: SAR-X; Casetti’s model; climate variables; prediction; RShiny

Realized BEKK-CAW Models,
Manabu Asai and So Mike K. P., in Journal of Time Series Econometrics (2023)
Keywords: asymptotic theory, realized multivariate GARCH, conditional autoregressive Wishart, quasi-maximum likelihood estimation, variance targeting

Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis,
Paraskevi Katsiampa, Shaen Corbet and Brian Lucey, in Finance Research Letters (2019)
Keywords: Bitcoin; Ether; Litecoin; Volatility spillovers; BEKK-MGARCH;

Analyses of a continuum traffic flow model for a nonlane-based system,
Arvind Kumar Gupta and Isha Dhiman, in International Journal of Modern Physics C (IJMPC) (2014)
Keywords: Nonlane-based, traffic flow, stability, heterogeneous, continuum model, 45.70.Vn, 46.15.-x

Simulation Model for Sustainable Management of the Air Cargo Screening Process,
Artur Kierzkowski, Tomasz Kisiel, Piotr Uchroński and Andrija Vidović, in Energies (2023)
Keywords: air cargo handling; X-ray selection; discrete event simulation model

MGARCH models: Trade-off between feasibility and flexibility,
Daniel de Almeida, Luiz Hotta and Esther Ruiz, in International Journal of Forecasting (2018)
Keywords: BEKK; CCC; DCC; GARCH models; Multivariate time series; Variance targeting; Volatility forecasting; VECH;

A portfolio strategy of stock market based on mean-MF-X-DMA model,
Feng Wang, Xin Ye, HongTao Chen and Congxin Wu, in Chaos, Solitons & Fractals (2021)
Keywords: Portfolio; Fractal characteristics; Semi-variance; MF-X-DMA;

Effect of sampling intervals on economic design of proposed X-bar chart using Lorenzen-Vance cost model,
D.R. Prajapati, in International Journal of Productivity and Quality Management (2010)
Keywords: X-bar charts; Thomas Lorenzen; Lonnie Vance; cost models; control limits; sampling intervals; expected costs; cost per hour; economic design; chi-squares; Walter Shewhart; CUSUM; cumulative sums; control charts; exponentially weighted moving average; EWMA; Thomas McWilliams; productivity; quality management.

Wavelet-based multi-resolution GARCH model for financial spillover effects,
Shian-Chang Huang, in Mathematics and Computers in Simulation (MATCOM) (2011)
Keywords: Wavelet analysis; Spillover effects; BEKK-GARCH model; Multi-resolution decomposition; Financial risk;

Modelling Socio-Economic Differences in the Mortality of Danish Males Using a New Affluence Index,
Andrew J.G. Cairns, Malene Kallestrup-Lamb, Carsten P.T. Rosenskjold, David Blake and Kevin Dowd, from Department of Economics and Business Economics, Aarhus University (2016)
Keywords: Danish mortality data; affluence; CBD-X model; gravity model; multipopulation mortality modelling

Measuring spot variance spillovers when (co)variances are time-varying - the case of multivariate GARCH models,
Matthias Fengler and Helmut Herwartz, from University Library of Munich, Germany (2016)
Keywords: BEKK model, forecast error variance decomposition, multivariate GARCH, spillover index, value-at-risk, variance spillovers