"volatility and correlation" trang 4 - tải miễn phí từ tailieunhanh
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
Effects of crude oil prices volatility, the internet and inflation on economic growth in ASEAN-5 countries: A panel autoregressive distributed lag approach

Effects of crude oil prices volatility, the internet and inflation on economic growth in ASEAN-5 countries: A panel autoregressive distributed lag approach
7    69    1
A simulation of the heston model with stochastic volatility using the finite difference method

A simulation of the heston model with stochastic volatility using the finite difference method
14    35    2
Futures trading, spot price volatility and structural breaks: Evidence from energy sector

Futures trading, spot price volatility and structural breaks: Evidence from energy sector
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Oil price volatility and renewable energy consumption in Nigeria

Oil price volatility and renewable energy consumption in Nigeria
9    48    3
Banking volatility, are there differences in locations and income across country groups

Banking volatility, are there differences in locations and income across country groups
27    50    1
The volatility of real effective exchange rate and the balance of trade in Vietnam

The volatility of real effective exchange rate and the balance of trade in Vietnam
9    71    3
Enhanced symbolic description in analyzing patterns and volatility on the forex market

Enhanced symbolic description in analyzing patterns and volatility on the forex market
20    39    3
Price volatility, trading volume, and market depth in Asian commodity futures exchanges

Price volatility, trading volume, and market depth in Asian commodity futures exchanges
6    58    3
The relationship between international trade and exchange rate variability: A review study

The relationship between international trade and exchange rate variability: A review study
5    22    1
Lecture Applied econometric time series (4e) - Chapter 3: Modeling volatility

Lecture Applied econometric time series (4e) - Chapter 3: Modeling volatility
80    111    0
Daily VaR forecasts with realized volatility and GARCH models

Daily VaR forecasts with realized volatility and GARCH models
21    94    0
Volatility timing in the Vietnamese stock market

Volatility timing in the Vietnamese stock market
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Dividend policy and share price volatility: Evidence from Jordan

Dividend policy and share price volatility: Evidence from Jordan
11    107    0
Are the recent restatements of financial institutions 10K’s due to the perceived earning volatility caused by SFAS 161

Are the recent restatements of financial institutions 10K’s due to the perceived earning volatility caused by SFAS 161
16    74    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    114    1
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    90    1
Volatility of shipping stock return the case of Maersk

Volatility of shipping stock return the case of Maersk
5    90    0
Volatility of oil prices and public spending in Saudi Arabia: Sensitivity and trend analysis

Volatility of oil prices and public spending in Saudi Arabia: Sensitivity and trend analysis
8    55    1
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