VOLATILITY PERSISTENCE AND ASYMMETRIC SHOCKS IN THE NIGERIAN STOCK MARKET INDEX [PDF]
Analele Universităţii Constantin Brâncuşi din Târgu Jiu : Seria EconomieThis study examines the dynamic volatility of the Nigerian Stock Exchange All-Share Index (NGSEINDEX) daily log returns from October 28, 2015, to October 28, 2025, to provide a statistically sound basis for risk assessment in this critical emerging ...
AMAN SHREEVASTAVA +8 more
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Testing Coefficients of Autoregressive Conditional Heteroskedasticity Models by Graphical Approach [PDF]
, 2012 Fengjing Cai, Yuan Li
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Selecting between autoregressive conditional heteroskedasticity models: An empirical application to the volatility of stock returns in Peru [PDF]
, 2017 Gabriel Rodrı́guez
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Chaoticity Properties of Fractionally Integrated Generalized Autoregressive Conditional Heteroskedastic Processes [PDF]
, 2016 Adil Yilmaz, Gazanfer Ünal
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Bayesian estimation in generalized autoregressive conditional heteroskedasticity models [PDF]
, 2016 Esta tesis doctoral nace con el propósito de entender, analizar y sobre todo modelizar el comportamiento estadístico de las series financieras. En este sentido, se puede afirmar que los modelos que mejor recogen las especiales características de estas series son los modelos de heterocedasticidad condicionada en tiempo discreto,si los intervalos de ...
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PENGUKURAN VALUE AT RISK DENGAN ESTIMASI VOLATILITAS MENGGUNAKAN METODE GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY (GARCH) [PDF]
, 2016 Setia Akbar
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AI-Carbon-Energy: Spillover effects and drivers in interconnected markets. [PDF]
iScienceZhang M, Pan Y, Su B, Zhou D.
europepmc +1 more source