Results 181 to 190 of about 27,670 (236)

Exploring the potential of the carbon credit program for hedging energy prices in Brazil. [PDF]

open access: yesEnviron Sci Pollut Res Int
Palazzi RB   +3 more
europepmc   +1 more source

German stock market dynamics. [PDF]

open access: yes
Bauer, Rob M.M.J.   +2 more
core   +1 more source

The Capitalized Generalized Autoregressive Conditional Heteroskedasticity

Review of Pacific Basin Financial Markets and Policies, 2022
The aim of this paper is to shed new light on hedging discrete volatilities, in particular when using the generalized autoregressive conditional heteroskedasticity (thereafter GARCH) model. Despite its elegance, GARCH does not account for (i) correlation coefficients of debt and equity, (ii) equity parameter, (iii) risk premium, (iv) interest rates ...
Katlego Kola, Tumellano Sebehela
openaire   +1 more source

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