"Volatility garch" trang 1 - tải miễn phí từ tailieuXANH
Forecasting overnight interest rates volatility with asymmetric GARCH models

Forecasting overnight interest rates volatility with asymmetric GARCH models
12    58    0
An empirical analysis on Euro Hungarian forint exchange rate volatility using garch

An empirical analysis on Euro Hungarian forint exchange rate volatility using garch
11    67    0
Estimating and forecasting west Africa stock market volatility using asymmetric Garch models

Estimating and forecasting west Africa stock market volatility using asymmetric Garch models
19    60    1
Macroeconomic variables effect on US market volatility using MC-GARCH model

Macroeconomic variables effect on US market volatility using MC-GARCH model
12    52    0
Analysis of olive oil market volatility using the ARCH and GARCH techniques

Analysis of olive oil market volatility using the ARCH and GARCH techniques
6    143    0
Does the choice of the multivariate GARCH model on volatility spillovers matter? Evidence from oil prices and stock markets in G7 countries

Does the choice of the multivariate GARCH model on volatility spillovers matter? Evidence from oil prices and stock markets in G7 countries
19    87    1
Oil price volatility models during Coronavirus crisis: Testing with appropriate models using further univariate garch and monte carlo simulation models

Oil price volatility models during Coronavirus crisis: Testing with appropriate models using further univariate garch and monte carlo simulation models
12    47    1
Lecture Introductory econometrics for finance – Chapter 9: Modelling volatility and correlation

Lecture Introductory econometrics for finance – Chapter 9: Modelling volatility and correlation
100    114    0
Currency exposure, second-moment exchange rate exposure and asymmetric volatility of stock returns: The effects of financial crises on Taiwanese firms

Currency exposure, second-moment exchange rate exposure and asymmetric volatility of stock returns: The effects of financial crises on Taiwanese firms
23    75    0
Accurate estimated model of volatility crude oil price

Accurate estimated model of volatility crude oil price
6    115    1
Daily VaR forecasts with realized volatility and GARCH models

Daily VaR forecasts with realized volatility and GARCH models
21    55    0
Volatility transmission and conditional correlation between oil prices, stock market and sector indexes: Empirics for Saudi stock market

Volatility transmission and conditional correlation between oil prices, stock market and sector indexes: Empirics for Saudi stock market
17    54    2
Volatility modeling for forecasting stock index with fixed parameter distributional assumptionVolatility modeling for forecasting stock index with fixed parameter distributional assumption

Volatility modeling for forecasting stock index with fixed parameter distributional assumptionVolatility modeling for forecasting stock index with fixed parameter distributional assumption
14    96    2
Volatility of shipping stock return the case of Maersk

Volatility of shipping stock return the case of Maersk
5    78    3
Volatility spillovers between oil prices and stock returns in developing countries

Volatility spillovers between oil prices and stock returns in developing countries
6    44    2
Lecture Introductory Econometrics for Finance: Chapter 9 - Chris Brooks

Lecture Introductory Econometrics for Finance: Chapter 9 - Chris Brooks
85    68    0
The information spillover effects of international stock markets on the VN-index-an empirical study

The information spillover effects of international stock markets on the VN-index-an empirical study
11    55    0
Co-variation of exchange rates in the Ecowas zone: A verification based on dynamic conditional correlations

Co-variation of exchange rates in the Ecowas zone: A verification based on dynamic conditional correlations
17    70    0
Multivariate t- distribution and garch modelling of volatility and conditional correlations on Brics stock markets

Multivariate t- distribution and garch modelling of volatility and conditional correlations on Brics stock markets
30    65    1
Garch modelling of conditional correlations and volatility of exchange rates in BRICS countries

Garch modelling of conditional correlations and volatility of exchange rates in BRICS countries
26    42    0
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