Results 71 to 80 of about 6,108 (234)
İMKB’NİN LATİN AMERİKA BORSALARIYLA İLİŞKİSİ ÜZERİNE ÇOK DEĞİŞKENLİ GARCH MODELLEMESİ
Journal of Business Administration and Social Studies, 2021 Having financial integration of the emerging markets increases their sensitivity against global economic events. In this sense, the paper aims to estimate the relation between stock exchange markets in Turkey, Argentina and Brazil as being some of the ...
Özlem YORULMAZ, Oya EKİCİ
doaj
Journal of Traffic and Transportation Engineering (English ed. Online), 2015 Global dry bulk shipping market is an important element of global economy and trade. Since newbuilding and secondhand vessels are often traded as assets and the freight rate is the key determinant of vessel price, it is important for shipping market ...
Lei Dai, Hao Hu, Di Zhang
doaj +1 more source
DYNAMIC MODELING OF TIME SERIES DATA USING BEKK-GARCH MODEL
Periódico Tchê Química, 2020 The Vector Autoregressive Moving Average (VARMA) model is one of the models that is often used in modeling multivariate time series data. In time-series data of economics, especially data return, they usually have high fluctuations in some periods, so the return volatility is unstable.
Usman, Mustofa +3 more
openaire +1 more source
Investing in a Distinctions‐Based Approach: A Paradigmatic Shift for Métis Policy?
Canadian Public Administration, Volume 68, Issue 3, Page 449-469, September 2025.Abstract Is Canada's federal policy paradigm related to Indigenous peoples shifting towards a distinctions‐based approach? This article considers the ways in which the idea of a distinctions‐based approach has taken hold in the political, policy, and institutional frameworks that govern the policy relationship between Canada and one of the three groups
Kevin Mongeon, Janique Dubois
wiley +1 more source
Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models [PDF]
Large and very large portfolios of financial assets are routine for many individuals and organizations. The two most widely used models of conditional covariances and correlations are BEKK and DCC.
Michael McAleer, Massimiliano Caporin
core +2 more sources
The Value-At-Risk Estimate of Stock and Currency-Stock Portfolios’ Returns
Risks, 2018 This study utilizes the seven bivariate generalized autoregressive conditional heteroskedasticity (GARCH) models to forecast the out-of-sample value-at-risk (VaR) of 21 stock portfolios and seven currency-stock portfolios with three weight combinations ...
Jung-Bin Su, Jui-Cheng Hung
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Tail Risk Hedging: The Superiority of the Naïve Hedging Strategy
Journal of Futures Markets, Volume 45, Issue 8, Page 977-1005, August 2025.ABSTRACT Mitigating extreme tail risk is essential for institutions and corporations to prevent financial losses from severe asset price fluctuations across many asset classes. This study shows that a simple futures hedging strategy, the naïve hedge, is remarkably effective at managing tail risk—so much so that few other methods can beat it.
Min Cao, Thomas Conlon
wiley +1 more source
New Medit, 2019 Barley is one of the main crops after wheat and rice. The importance of this product increases because it is an essential input in the livestock and poultry industries.
Behzad Fakari Sardahaie +2 more
doaj +1 more source
DETERMINING THE SHORT AND LONG TERM VOLATILITY SPILLOVERS BETWEEN WHEAT, COTTON AND CORN PRICES IN TURKEY USING THE ASYMMETRIC BEKK-GARCH-MEAN EQUATION MODEL [PDF]
Scientific Papers Series : Management, Economic Engineering in Agriculture and Rural Development, 2023 In the study, the price volatility relationship between wheat, cotton and corn markets was investigated and daily data for the period 02.04.2005-11.03.2020 were used.
Ferda Nur ÖZDEMİR, Abdulbaki BİLGİÇ
doaj
RICE PRICE VOLATILITY IN EAST JAVA [PDF]
Russian Journal of Agricultural and Socio-Economic Sciences, 2017 The purpose of the research is analyzing the volatility and volatility spillover of monthly price of paddy at the level of farmers and consumers in 2010-2016.
Wati R.Y.E., Anindita R., Setiawan B.
doaj +1 more source