Results 31 to 40 of about 525,958 (299)
Modeling and forecasting the volatility of Tehran Exchange Dividend Price Index (TEDPIX) [PDF]
تحقیقات مالی, 2011 Modeling and forecasting the volatility of Tehran Exchange Dividend Price Index (TEDPIX) The present research, analyses the forecasting performance of a variety of conditional and non-conditional models of TEDPIX volatility at the daily frequencies ...
Reza Tehrani +2 more
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Comparing GARCH Models by Introducing Fuzzy Asymmetric Realized GARCH [PDF]
مدلسازی اقتصادسنجی, 2018 Estimation of conditional variance has lots of application reflecting economic, especially financial economics, social economics and political economics’ risk and volatility research.
Esmaiel Abounoori, Mohammad Amin Zabol
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Volatility conditional on price trends [PDF]
Quantitative Finance, 2010 19 pages, 4 ...
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Electrothermaly conditioned carbon fibre for the analysis of volatile pollutants
Journal of Chromatography A, 2023 This study deals with the development of an inexpensive and single-step sorbent manufacturing methodology for the analysis of air pollutants. Disposable carbon fibre sorbents were prepared in a few minutes using the electrothermal conditioning technique.
Halil Selman Pekiyi +3 more
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Evidence of element volatility at ambient conditions [PDF]
, 2021 Abstract Tailings represent a significant risk to the environment globally, but very little is known about the composition of the near-surface air. We conducted the laboratory experiments to determine the sizes of the particles and the chemical composition of the flow above the mine waste.
Nataliya V. Yurkevich +6 more
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Persistence and Kurtosis in GARCH and Stochastic Volatility Models [PDF]
, 2004 This article shows that the relationship between kurtosis, persistence of shocks to volatility, and first-order autocorrelation of squares is different in GARCH and ARSV models.
Ruiz Ortega, Esther +5 more
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Comparing the Forecasting Ability of Deferent Models of Volatility in Tehran Exchange Dividend Price Index [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2009 The present research, analyzses the forecasting performance of a variety of conditional and non-conditional models of TEDPIX volatility at the daily frequencies under three performance criteria: namely Tthe root mean square error (RMSE), the mean ...
Reza Tehrani, Mohammad Reza Pourebrahimi
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Modeling and Forecasting the Volatility of Returns in the Infrastructure Sector in Emerging Markets [PDF]
Eurasian Journal of Business and Economics, 2020 Understanding the volatility behaviour of specific sectors of the economy enables investors to formulate workable investment strategies, and policy-makers to formulate policies that dampen excess volatility. This study examined the volatility features
Rabson MAGWEVA, Mabutho SIBANDA
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Discrete Dynamics in Nature and Society, 2013 Under departures from the cost-of-carry theory, traded spot prices and conditional volatility disturbed from futures market have significant impacts on futures price of emissions allowances, and then we propose time-varying hedge ratios and hedging ...
Kai Chang
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The exponentiated half logistic skew-t distribution with GARCH-type volatility models
Scientific African, 2022 Most financial time series have non-normal features such as heavy tails, excess kurtosis and skewness. Financial asset returns volatility is also a significant measure in financial decisions, option pricing, risk management, and portfolio selection, so ...
O.D. Adubisi +3 more
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