Gotowe bibliografie tematyczne / Ganch

Spis treści

  1. Artykuły w czasopismach
  2. Rozprawy doktorskie
  3. Książki
  4. Części książek
  5. Streszczenia konferencji
  6. Raporty organizacyjne

Gotowa bibliografia na temat „Ganch”

Autor: Grafiati
Data publikacji: 2 czerwca 2025
Data aktualizacji: 31 lipca 2025

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Artykuły w czasopismach na temat "Ganch"

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Raximboyev, Jo'rabek Xalillo o'g'li, та Asadbek G'ayratjon o'g'li Matnazarov. "UZUNLIKKA SAKRОVCHI SPORTCHILARNING MAHSUS SIFATLARINI RIVОJLANGANLIGI". International journal of science and education 1, № 2 (2022): 30–33. https://doi.org/10.113/zenedo.org.

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Ashurovich, Bobohusenov Akmal. "VARAKHSHA MURAL GANCH AND CLAY PAINTINGS." International Journal Of History And Political Sciences 3, no. 12 (2023): 48–53. http://dx.doi.org/10.37547/ijhps/volume03issue12-09.

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In this article, we can learn how the ancient culture of Bukhara imagined the outside world and what kind of relations it had with which countries. With the help of the collected data, we will get more information about the ancient culture of Bukhara.
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Tursunova, Munisa, and Akmal Bobohusenov. "QADIMGI VARAXSHA DEVORIY GANCH VA LOY BEZAKLARI." SCHOLAR 1, no. 28 (2023): 303–8. https://doi.org/10.5281/zenodo.10026873.

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Ushbu maqola qadimgi Varaxshadagi qadimgi devoriy ganj va loy bezaklarini o'rganish orqali |Buxoroning qadimgi davr madaniyatini tashqi dunyoni qnday tasavvur qilganligini va qaysi davlatlar&nbsp; ilan qanday a'loqalar olib borganligini bilib olishimiz mumkin. To'plangan ma'lumotlar yordamida esa biz Buxoroning qadimiy madaniyati haqida yanada ko'proq ma'lumotga ega bo'lamiz &nbsp;&nbsp;&nbsp;<strong>&nbsp;</strong>
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Ziyoda, M. Saidova. "Principles of Development of Uzbek Folk Applied Decorative Art." INTERNATIONAL JOURNAL OF MULTIDISCIPLINARY RESEARCH AND ANALYSIS 05, no. 06 (2022): 1328–30. https://doi.org/10.5281/zenodo.6637427.

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The article analyzes the principles of development of Uzbek folk arts and crafts ganch carving, ceramics, carpet weaving, doppi embroidery, artistic embroidery, and textiles. The wonderful works of folk decorative art created in the territory of our country have not only reached us, but also their production traditions have been passed down from generation to generation and developed by skilled craftsmen. The wood, plaster and marble carvings, embroidered pottery, colorful textiles and embroidery, national costumes, jewelry, which have been preserved so far, have a general character and reflec
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Zagirova, Guzel Ildarovna. "Architectual Decoration in the World of Islam: Traditional Ganch Carving in Contemporary Uzbekistan." Islamovedenie 8, no. 2 (2017): 55–66. http://dx.doi.org/10.21779/2077-8155-2017-8-2-55-66.

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SHKOLNA, Olga, Ostap KOVALCHUK, Nataliia SAPFIROVA, Nataliia REVENOK, and Tetiana ZINENKO. "THE ORIGINS OF GANCH COMPOSITIONS WITH OYNAVAND-O’UMA IN THE INTERIORS OF UZBEKISTAN AND GEORGIA." International Journal of Conservation Science 15, no. 3 (2024): 1199–212. http://dx.doi.org/10.36868/ijcs.2024.03.04.

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Ganch (fired clay ceramics with gypsum) has long been an integral part of the interior and exterior decoration for appropriate buildings to make them stand out. First of all, these are classy palaces, Buddhist traditional harem-type buildings in Western and Central Asia and other mosques, madrasas, mausoleums and minarets in some Oriental cultures associated with Islam. In particular, in the territories of Khorasan (now a part of modern Uzbekistan, was Iran, referred to as some kingdoms sort of the Bukhara emirate). The goal is to establish the origins of oynavand-o’uma, (stucco network decora
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G'aniyeva, Sitora, and Maxsuma Niyazova. "ILK O'RTA ASRLAR DAVRIDA BUXORO VOHASI O'YMA GANCH VA LOY BEZAKLARINING MODDIY MADANIYATDAGI AHAMIYATI." Educational Research in Universal Sciences 2, no. 3 (2023): 223–28. https://doi.org/10.5281/zenodo.7806617.

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Ushbu maqolada o&lsquo;yma ganj va loy bezaklari o&lsquo;rganilish tarixi tahlil qilingan. Varaxsha arxeologik yodgorligidan topilgan devoriy suratlar juda qimmatli ma&rsquo;lumot hisoblanadi. Bu suratlarni o&lsquo;rganish o&lsquo;sha davr haqida qimmatli ma&rsquo;lumot beradi.
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Matyeva, A. K. "MANUFACTURE OF MODIFIED ARBOLIT FROM LOCAL RAW MATERIALS: OPTIMIZATION OF COMPOSITION AND PROPERTIES OF RAW MATERIAL COMPONENTS." Russian Automobile and Highway Industry Journal 16, no. 3 (2019): 352–65. http://dx.doi.org/10.26518/2071-7296-2019-3-352-365.

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Introduction. The creation of energy-saving materials involves the use of local raw materials for products with improved physic-mechanical properties. The author carries optimization of the rational composition and properties of modified arbolite from plant-gypsum composition (PGC). In addition, the author uses modifiers on new ways of preparing the aggregate according to the method of experimental and statistical modeling.Materials and methods. The author used the cereal straw grown in the Kyrgyz Republic (CS), G-5 and G-7 construction gypsum based on local raw materials, ash from the Bishkek
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Загирова, Гузель Ильдаровна. "Recondite (?) vs. Realistic Images of Animals in the Light of Islamic Culture through the Example of Ganch Decor in Central Asia in the 9th – 12th Centuries." Islamovedenie 10, no. 3 (2019): 41–52. http://dx.doi.org/10.21779/2077-8155-2019-10-3-41-52.

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KOUKI, Sonia. "Analysis of Risk Premium Behavior in the Tunisian Foreign Exchange Market During Crisis Period." Journal of Academic Finance 10, no. 2 (2019): 28–38. http://dx.doi.org/10.59051/joaf.v10i2.318.

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In this paper, we empirically examine time-varying risk premia in the Tunisian foreign exchange market by applying GARCH-M modeling to the TND/Euro and TND/USD parities for 1 to 12 months forecasting horizons. Our ultimate objective is to help better manage the parities and to help provide stability to a foreign exchange market where EMH is very weak. Our findings show 1) a heteroscedasticity of residuals for the TND/Euro (all forecasting horizons) and the TND/USD(for 1 month) indicating a lack of stability of their volatility; 2) a non-significant standard deviation of the risk premium agains
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Rozprawy doktorskie na temat "Ganch"

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Sundström, Dennis. "Automatized GARCH parameter estimation." Thesis, KTH, Matematisk statistik, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-213725.

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This paper is about automatizing parameter estimation of GARCH type conditional volatility models for the sake of using it in an automated risk monitoring system. Many challenges arise with this task such as guaranteeing convergence, being able to yield reasonable results regardless of the quality of the data, accuracy versus speed of the algorithm to name a few. These problems are investigated and a robust framework for an algorithm is proposed, containing dimension reducing and constraint relaxing parameter space transformations with robust initial values. The algorithm is implemented in jav
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Solda, Grazielle Yumi. "Modelos de memória longa, GARCH e GARCH com memória longa para séries financeiras." Universidade de São Paulo, 2008. http://www.teses.usp.br/teses/disponiveis/45/45133/tde-03052008-170204/.

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O objetivo deste trabalho é apresentar e comparar diferentes métodos de modelagem da volatilidade (variância condicional) de séries temporais financeiras. O modelo ARFIMA é empregado para capturar o comportamento de memória longa observado na volatilidade de séries financeiras. Por sua vez, o modelo GARCH é utilizado para modelar a volatilidade variando no tempo destas séries. Finalmente, o modelo FIGARCH é utilizado para modelar a dinâmica dos retornos de séries temporais financeiras juntamente com sua volatilidade. Serão apresentados alguns estimadores para os parâmetros dos modelos estudado
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Zheng, Lingyu. "Estimation of the linkage matrix in O-GARCH model and GO-GARCH model." Diss., Temple University Libraries, 2010. http://cdm16002.contentdm.oclc.org/cdm/ref/collection/p245801coll10/id/102486.

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Statistics<br>Ph.D.<br>We propose new estimation methods for the factor loading matrix in modeling multivariate volatility processes. The key step of the methods is based on the weighted scatter estimators, which does not involve optimizing any objective function and was embedded with robust estimation properties. The method can therefore be easily applied to high-dimensional systems without running into computational problems. The estimation is proved to be consistent and the asymptotic distribution is derived. We compare the performance with other estimation methods and demonstrate its super
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Shimizu, Kenichi. "Bootstrapping stationary ARMA-GARCH models." Wiesbaden Vieweg + Teubner, 2009. http://d-nb.info/996781153/04.

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He, Changli. "Statistical properties of GARCH processes." Doctoral thesis, Stockholm : Economic Research Insitute, Stockholm School of Economics [Ekonomiska forskningsinstitutet vid Handelshögsk.] (EFI), 1997. http://www.hhs.se/efi/summary/460.htm.

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Sepúlveda, Ana Margarida Queirós. "Modelos Heterocedásticos - ARCH e GARCH." Master's thesis, Faculdade de Economia da Universidade do Porto, 2010. http://hdl.handle.net/10216/57365.

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Sepúlveda, Ana Margarida Queirós. "Modelos Heterocedásticos - ARCH e GARCH." Dissertação, Faculdade de Economia da Universidade do Porto, 2010. http://hdl.handle.net/10216/57365.

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Hagerud, Gustaf E. "A new non-linear GARCH model." Doctoral thesis, Stockholm : Economic Research Institute, Stockholm School of Economics [Ekonomiska forskningsinstitutet vid Handelshögsk.] (EFI), 1997. http://www.hhs.se/efi/summary/444.htm.

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許偉才 and Wai-choi Hui. "Optimal asset allocation under GARCH model." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2000. http://hub.hku.hk/bib/B31222717.

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CALDEIRA, ANDRE MACHADO. "GARCH MODELS IDENTIFICATION USING COMPUTATIONAL INTELLIGENCE." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2009. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=14872@1.

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PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO<br>Os modelos ARCH e GARCH vêm sendo bastante explorados tanto tecnicamente quanto em estudos empíricos desde suas respectivas criações em 1982 e 1986. Contudo, o enfoque sempre foi na reprodução dos fatos estilizados das séries financeiras e na previsão de volatilidade, onde o GARCH(1,1) é o mais utilizado. Estudos sobre identificação dos modelos GARCH são muito raros. Diante desse contexto, este trabalho propõe um sistema inteligente para melhorar a identificação da correta especificação dos modelos GARCH, evitando assim o uso indiscriminado
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Książki na temat "Ganch"

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Brahmabhatt, Prahlad. Ganth. Parswa, 1991.

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Francq, Christian, and Jean-Michel Zakoïan. GARCH Models. John Wiley & Sons, Ltd, 2010. http://dx.doi.org/10.1002/9780470670057.

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Engle, R. F. GARCH gamma. National Bureau of Economic Research, 1995.

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Lage, Antonio Flórez. Gancho ciego. Siruela, 2021.

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Gatch, Lee. Lee Gatch. Phillips Collection, 1988.

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Just, Ward S. Jack Gance. Ivy Books, 1990.

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Just, Ward S. Jack Gance. Houghton Mifflin, 1989.

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Ginchev, T︠S︡ani. Gancho Koserkata. "Zakhariĭ Stoi︠a︡nov", 2003.

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Mehta, Harkisan. Pila rumalni ganth. Pravin Pustak Bhandar, 1996.

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Mehta, Harkisan. Pila rumalni ganth. Pravin Pustak Bhandar, 2002.

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Części książek na temat "Ganch"

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Laue, Steffen, and Pamela Kleinmann. "Ganch as Historical Building Material and the Kundal Wall Painting Technique in the Mausoleum Ishrat Khana, Samarkand, Uzbekistan." In Archaeology and Conservation along the Silk Road. Böhlau Verlag, 2018. http://dx.doi.org/10.7767/9783205200468.49.

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Hafner, Christian M. "GARCH Modeling." In Complex Systems in Finance and Econometrics. Springer New York, 2009. http://dx.doi.org/10.1007/978-1-4419-7701-4_26.

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Hafner, Christian M. "GARCH Modeling." In Encyclopedia of Complexity and Systems Science. Springer New York, 2009. http://dx.doi.org/10.1007/978-0-387-30440-3_242.

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Ruppert, David. "GARCH Models." In Springer Texts in Statistics. Springer New York, 2004. http://dx.doi.org/10.1007/978-1-4419-6876-0_12.

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Ruppert, David. "GARCH Models." In Statistics and Data Analysis for Financial Engineering. Springer New York, 2010. http://dx.doi.org/10.1007/978-1-4419-7787-8_18.

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Ruppert, David, and David S. Matteson. "GARCH Models." In Statistics and Data Analysis for Financial Engineering. Springer New York, 2015. http://dx.doi.org/10.1007/978-1-4939-2614-5_14.

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Cruz Torres, Cristian A. "GARCH Models." In International Encyclopedia of Statistical Science. Springer Berlin Heidelberg, 2025. https://doi.org/10.1007/978-3-662-69359-9_244.

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Klaassen, Franc. "Improving GARCH volatility forecasts with regime-switching GARCH." In Advances in Markov-Switching Models. Physica-Verlag HD, 2002. http://dx.doi.org/10.1007/978-3-642-51182-0_10.

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Zivot, Eric, and Jiahui Wang. "Multivariate GARCH Modeling." In Modeling Financial Time Series with S-Plus®. Springer New York, 2003. http://dx.doi.org/10.1007/978-0-387-21763-5_13.

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Zivot, Eric, and Jiahui Wang. "Univariate GARCH Modeling." In Modeling Financial Time Series with S-Plus®. Springer New York, 2003. http://dx.doi.org/10.1007/978-0-387-21763-5_7.

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Streszczenia konferencji na temat "Ganch"

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Bo, Shi, and Minheng Xiao. "Data-Driven Risk Measurement by SV-GARCH-EVT Model." In 2024 6th International Conference on Data-driven Optimization of Complex Systems (DOCS). IEEE, 2024. http://dx.doi.org/10.1109/docs63458.2024.10704237.

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Zhang, Linfang, Lei Dai, Fuyan Wang, Yuwen Zhao, Junxian Wu, and Qiuran Yu. "Research on Financial Prediction Based on LSTM-GARCH Hybrid Model." In 2024 IEEE 2nd International Conference on Electrical, Automation and Computer Engineering (ICEACE). IEEE, 2024. https://doi.org/10.1109/iceace63551.2024.10898496.

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Siddiraju, Nithyasai, and Rashida Hasan. "A Hybrid LSTM-GARCH Network for Stock Market Volatility Prediction." In 2025 IEEE 15th Annual Computing and Communication Workshop and Conference (CCWC). IEEE, 2025. https://doi.org/10.1109/ccwc62904.2025.10903807.

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Erdeljan, Jelena, and Jelena Ivetić. "GARCH MODELI ZA PROCENU VOLATILNOSTI VREMENSKIH SERIJA." In The 9th Conference on Mathematics in Engineering: Theory and Applications. Faculty of Technical Sciences, University of Novi Sad, 2024. http://dx.doi.org/10.24867/meta.2024.06.

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U radu su predstavljeni ARCH i GARCH modeli koji se koriste za procenu volatilnosti vremenskih serija, kao i određene modifikacije GARCH modela. Praktičan deo rada prikazuje primenu različitih GARCH modela na procenu volatilnosti relativnih dnevnih prinosa berzanskog indeksa BELEX15.
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Dehdari, V., M. Kariznovi, and M. R. Tenove. "Enhancing Short-Term Oil Forecasting in SAGD Operations Using ARIMAX-GARCH and Bi-directional LSTM Models." In SPE Canadian Energy Technology Conference and Exhibition. SPE, 2025. https://doi.org/10.2118/224013-ms.

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Abstract This study focuses on enhancing short-term oil forecasting in Steam-Assisted Gravity Drainage (SAGD) operations by leveraging advanced ARIMAX-GARCH and Bi-directional LSTM models. SAGD, a vital method for bitumen extraction, involves injecting steam into the reservoir to facilitate oil production through gravity drainage. Conventional analytical models often fail to account for critical operational parameters, such as subcool, and lack the sensitivity required to capture short-term variations and distinct SAGD phases (Ramp-up, Plateau, and Decline). To address these limitations, this
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LING, SHIQING, and MICHAEL MCALEER. "TESTING GARCH VERSUS E-GARCH." In Proceedings of the Hong Kong International Workshop on Statistics in Finance. PUBLISHED BY IMPERIAL COLLEGE PRESS AND DISTRIBUTED BY WORLD SCIENTIFIC PUBLISHING CO., 2000. http://dx.doi.org/10.1142/9781848160156_0013.

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Gani, Siti Mahirah Abdul, Zaidi Isa, and Munira Ismail. "Modeling volatility of SMR20: GARCH and Markov regime switching GARCH." In 4TH SYMPOSIUM ON INDUSTRIAL SCIENCE AND TECHNOLOGY (SISTEC2022). AIP Publishing, 2024. http://dx.doi.org/10.1063/5.0171637.

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"Interval Prediction Of Crude Oil Price Using V@R-Asymmetric-Garch Model To Optimize The Petroleum Production Sharing Contract In Indonesia Via Gross Split Method." In Indonesian Petroleum Association - 46th Annual Convention & Exhibition 2022. Indonesian Petroleum Association, 2022. http://dx.doi.org/10.29118/ipa22-bc-190.

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Forecasting crude oil prices is a critical factor in evaluating the potential risk of an oil and gas project. The price of crude oil tends to have volatile properties, so most investors are not confident in investing in oil and gas projects. A mistake in forecasting crude oil prices significantly impacted accuracy in evaluating a project proposed. One of the most used methods is point-prediction ARMA(p,q) model. However, this method could not capture the volatility of the crude oil price data, and point prediction is riskier to use because it is not robust, i.e., it tends to change due to the
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Kuzu, Serdar, and H. Muhammet Kekeç. "Analysis of the Effect of Weighted Average Cost of the CBRT Funding on BIST100 Index, BISTXBANK Index and Exchange Rate." In International Conference on Eurasian Economies. Eurasian Economists Association, 2017. http://dx.doi.org/10.36880/c08.01884.

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This study is found to find out how Weighted Average Funding Cost, which is new policy tool implemented by The Central Bank of Turkey (CBRT) in 2011, weighted average funding cost -aiming at removing the ambiguities seen in the financial variables and minimizing the effect of capital movements on these variables is reviewed.&#x0D; In this study, the effects of the interest rate policy of the Central Bank of the Republic of Turkey (CBRT) on BIST100 index, BISTXBANK index and exchange rate are tested by Augmented Dickey Fuller Test (ADF), ML-GARCH and DCC GARCH models based on ENGLE, R.F. and SH
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Kanjamapornkul, Kabin, Boonserm Kijsirikul, and Jimson Mathew. "Minkowski Metric for GARCH (1,1)." In 2014 3rd International Conference on Eco-friendly Computing and Communication Systems (ICECCS). IEEE, 2014. http://dx.doi.org/10.1109/eco-friendly.2014.67.

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Raporty organizacyjne na temat "Ganch"

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Engle, Robert, and Joshua Rosenberg. GARCH Gamma. National Bureau of Economic Research, 1995. http://dx.doi.org/10.3386/w5128.

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Engle, Robert, and Kevin Sheppard. Theoretical and Empirical properties of Dynamic Conditional Correlation Multivariate GARCH. National Bureau of Economic Research, 2001. http://dx.doi.org/10.3386/w8554.

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Wu, Jianbin, and Oliver Linton. A coupled component GARCH model for intraday and overnight volatility. The IFS, 2017. http://dx.doi.org/10.1920/wp.cem.2017.0517.

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Gamboa-Estrada, Fredy, and Jose Vicente Romero. Modelling CDS Volatility at Different Tenures: An Application for Latin-American Countries. Banco de la República de Colombia, 2022. http://dx.doi.org/10.32468/be.1199.

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Assessing the dynamics of risk premium measures and its relationship with macroeconomic fundamentals is important for both macroeconomic policymakers and market practitioners. This paper analyzes the main determinants of CDS in Latin-America at different tenures, focusing on their volatility. Using a component GARCH model, we decompose volatility between permanent and transitory components. We find that the permanent component of CDS volatility in all tenors was higher and more persistent in the global financial crisis than during the recent COVID-19 shock. JEL Classification: C22, C58, G01, G
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Dueker, Michael J. Markov Switching in GARCH Processes and Mean Reverting Stock Market Volatility. Federal Reserve Bank of St. Louis, 1994. http://dx.doi.org/10.20955/wp.1994.015.

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Shang, Dajing, Yang Yan, and Oliver Linton. Efficient estimation of conditional risk measures in a semiparametric GARCH model. Institute of Fiscal Studies, 2012. http://dx.doi.org/10.1920/wp.cem.2012.2512.

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Neely, Christopher J., and Paul A. Weller. Predicting Exchange Rate Volatility: Genetic Programming vs. GARCH and Risk Metrics™. Federal Reserve Bank of St. Louis, 2001. http://dx.doi.org/10.20955/wp.2001.009.

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Engle, Robert, and Joshua Rosenberg. Hedging Options in a GARCH Environment: Testing the Term Structure of Stochastic Volatility Models. National Bureau of Economic Research, 1994. http://dx.doi.org/10.3386/w4958.

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Neely, Christopher J., and Hui Guo. Investigating the Intertemporal Risk-Return Relation in International Stock Markets with the Component GARCH Model,. Federal Reserve Bank of St. Louis, 2006. http://dx.doi.org/10.20955/wp.2006.006.

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Han, Heejoon, and Dennis Kristensen. Asymptotic theory for the QMLE in GARCH-X models with stationary and non-stationary covariates. Institute for Fiscal Studies, 2013. http://dx.doi.org/10.1920/wp.cem.2013.1813.

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