"Volatility garch" 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
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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    96    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
Macroeconomic variables effect on US market volatility using MC-GARCH model

Macroeconomic variables effect on US market volatility using MC-GARCH model
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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    72    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    94    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    44    1
Lecture Introductory econometrics for finance – Chapter 9: Modelling volatility and correlation

Lecture Introductory econometrics for finance – Chapter 9: Modelling volatility and correlation
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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
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Accurate estimated model of volatility crude oil price

Accurate estimated model of volatility crude oil price
6    112    2
Daily VaR forecasts with realized volatility and GARCH models

Daily VaR forecasts with realized volatility and GARCH models
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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
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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
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Volatility of shipping stock return the case of Maersk

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

Volatility spillovers between oil prices and stock returns in developing countries
6    57    2
Lecture Introductory Econometrics for Finance: Chapter 9 - Chris Brooks

Lecture Introductory Econometrics for Finance: Chapter 9 - Chris Brooks
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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
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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    66    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    79    0
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
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