GARCH models trang 1 tải miễn phí từ tailieunhanh

"GARCH models" trang 1 - tải miễn phí từ tailieunhanh

Forecasting overnight interest rates volatility with asymmetric GARCH models

Forecasting overnight interest rates volatility with asymmetric GARCH models

12 80 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 89 0

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 44 1

Estimating the VaR (Value-at-Risk) of Brazilian stock portfolios via garch family models and via monte carlo simulation

Estimating the VaR (Value-at-Risk) of Brazilian stock portfolios via garch family models and via monte carlo simulation

30 84 2

On the implementation of asymmetric Var models for managing and forecasting market risk

On the implementation of asymmetric Var models for managing and forecasting market risk

16 110 0

Lecture Introductory econometrics for finance – Chapter 9: Modelling volatility and correlation

Lecture Introductory econometrics for finance – Chapter 9: Modelling volatility and correlation

100 59 0

Daily VaR forecasts with realized volatility and GARCH models

Daily VaR forecasts with realized volatility and GARCH models

21 94 0

Lecture Introductory Econometrics for Finance: Chapter 9 - Chris Brooks

Lecture Introductory Econometrics for Finance: Chapter 9 - Chris Brooks

85 90 0