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cbn journal of applied statistics vol. 8 no. 1 (june, 2017) 73 an application of asymmetric garch models on volatility of banks equity in nigeria’s stock market omorogbe…
estimating dhaka stock market volatility: a comparison between standard and asymmetric garch models abu zakir md rasel chowdhuryl and sarker rafij ahmed ratan2 abstract this…
master thesis garch – modelling theoretical survey, model implementation and robustness analysis lars karlsson 2 3 abstract in this thesis we survey garch modelling with…
munich personal repec archive a range-based garch model for forecasting volatility mapa dennis s school of statistics university of the philippines diliman school of economics…
ijrras 37 1 ● oct 2018 wwwarpapresscomvolumesvol37issue1ijrras_37_1_02pdf 7 using go-garch for modeling the volatility dynamics among indices in stock markets rania ahmed…
using garch-in-mean model to investigate volatility and persistence 55 using garch-in-mean model to investigate volatility and persistence at different frequencies for bucharest…
sains malaysiana 4612017: 107–116 http:dxdoiorg1017576jsm-2017-4601-14 the harx-gjr-garch skewed-t multipower realized volatility modelling for sp 500 pemodelan kemeruapan…
realized garch: a joint model for returns and realized measures of volatility∗ peter reinhard hansen† zhuo huang‡ howard howan shek§ november 2, 2010 abstract we introduce…
structural garch: the volatility-leverage connection 14-07 october 23, 2014 robert engle new york university stern school of business [email protected] emil siriwardane…
volatility modelling of asset prices using garch models jens näsström reg nr: lith-isy-ex-3364-2003 february 11 2003 volatility modelling of asset prices using garch…
realized beta garch: a multivariate garch model with realized measures of volatility and covolatility peter reinhard hansena∗ asger lundeb valeri voevb astanford university,…
a multivariate garch model of international transmissions of stock returns and volatility: the case of the united states and canada author(s): g. andrew karolyi reviewed…
predicting volatility: a comparative analysis between garch models and neural network models mcs student: miruna state supervisor: professor moisa altar - bucharest, june…
8/10/2019 modeling volatility of gold futures market in iran by switching garch models 1/5int. j. econ. manag. soc. sci., vol(3), no (11), november, 2014. pp. 703-7ti journalsinternational…
forecasting volatility richard minkah u.u.d.m. project report 2007:7 examensarbete i matematik, 20 poäng handledare och examinator: maciej klimek februari 2007 department…
university of nairobi school of mathematics modelling exchange rate volatility of kesusd using garch family models sylvia atieno omolo i574843542012 submitted in partial…
modeling financial market volatility: a component model perspective 2018-1 johan stax jakobsen phd thesis department of economics and business economics aarhus bss � aarhus…
cbn journal of applied statistics vol.4 no.1 (june, 2013) 89 exchange–rates volatility in nigeria: application of garch models with exogenous break 1 dahiru a. bala and…
spline garch as a measure of unconditional volatility and its global macroeconomic causes robert engle and jose gonzalo rangel nyu and ucsd goals estimate the determinants…
spline garch as a measure of unconditional volatility and its global macroeconomic causes robert engle and jose gonzalo rangel nyu and ucsd history of the us equity market…