Results 71 to 80 of about 30,945,589 (274)

Previsão de volatilidade da taxa de câmbio dólar/real por meio de modelagem GARCH

Revista de Economia Mackenzie
Um tema bastante procurado em termos científicos e práticos na ciência eco-nômica é a possibilidade de estimar previsões de distintas variáveis. E em espe-cial quando a finalidade é estimar previsões de séries financeiras de derivativos ou de moedas ...
Leandro Pereira da Silva
doaj   +1 more source

Investigation of Stray‐Light Patterns in the eROSITA X‐Ray Cameras

Astronomische Nachrichten, EarlyView.
ABSTRACT eROSITA (extended ROentgen Survey with an Imaging Telescope Array) is the soft X‐ray instrument aboard the Spectrum‐Roentgen‐Gamma (SRG) mission, developed under the responsibility of the Max Planck Institute for Extraterrestrial Physics (MPE).
Veronika Stieglitz, Peter Friedrich, Susanne Friedrich, Konrad Dennerl, Michael Freyberg   +4 more
wiley   +1 more source

Modelling volatility in job loss during the COVID-19 pandemic: The Malaysian case

Cogent Economics & Finance
This study employs a suitable volatility model that examines the impact of COVID-19 new cases and deaths on the volatility of daily job loss in Malaysia. Autoregressive Distributed Lag (ARDL) and Generalized Autoregressive Conditional Heteroscedasticity (
Muzafar Shah Habibullah, Mohd Yusof Saari, Ibrahim Kabiru Maji, Badariah Haji Din, Nur Surayya Mohd Saudi   +4 more
doaj   +1 more source

Perbandingan Berbagai Model Conditionally Heteroscedastic Time Series Dalam Analisis Risiko Investasi Saham Syariah Dengan Metode Value At Risk

Jurnal Fourier, 2013
Value at Risk (VaR) is one of the tools recommended Bank Indonesia to gauge the risk of an investment, the VaR approach tends to be more associated with the conventional assumption of a normal distribution, while contemporary empirical findings indicate ...
Mohammad Farhan Qudratullah
doaj   +1 more source

Scalable Separation and Purification of M13‐Bacteriophage‐Derived Particles Containing Artificial Single‐Stranded DNA Produced by Escherichia coli

Biotechnology and Bioengineering, EarlyView.
ABSTRACT Single‐stranded DNA (ssDNA) solutions are promising innovations shaping the future of genetic research and medical therapies. In principle, biotechnological mass production of ssDNA can be achieved using Escherichia coli in a high‐cell density fed‐batch process by secreting phagemid particles derived from the filamentous M13 bacteriophages ...
Nathalie Hafner, Wiebke Winkler, Maximilian N. Honemann, Hendrik Dietz, Dirk Weuster‐Botz   +4 more
wiley   +1 more source

Modelación y co-movimientos de la tasa de cambio colombiana, 2011-2017 || Modeling and comovements of the Colombian exchange rate, 2011-2017

Revista de Métodos Cuantitativos para la Economía y la Empresa, 2019
La tasa de cambio está influenciada por múltiples factores macroeconómicos nacionales e internacionales, lo que genera altos niveles de incertidumbre.
Maya Sierra, Giuliana, Marín Rodríguez, Nini Johana   +1 more
doaj  

Podemos prever a taxa de cambio brasileira? Evidência empírica utilizando inteligência computacional e modelos econométricos Can we forecast Brazilian exchange rates? Empirical evidences using computational intelligence and econometric models

Gestão & Produção, 2008
As abordagens de inteligência computacional, tais como sistemas nebulosos e redes neurais artificiais, têm-se gradualmente estabelecido como ferramentas robustas para a tarefa de aproximação de sistemas não-lineares complexos e previsão de séries ...
Leandro dos Santos Coelho, André Alves Portela Santos, Newton Carneiro Affonso da Costa Jr.   +2 more
doaj   +1 more source

Volatility Modelling in the Swedish and US Fixed Income Market : A comparative study of GARCH, ARCH, E-GARCH and GJR-GARCH Models on Government Bonds

, 2023
Volatility is an important variable in financial markets, risk management and making investment decisions. Different volatility models are beneficial tools to use when predicting future volatility. The purpose of this study is to compare the accuracy of various volatility models, including ARCH, GARCH and extensions of the GARCH framework.
Mortimore, Sebastian, Sturehed, William
openaire   +1 more source

Asymmetric Multivariate Normal Mixture GARCH [PDF]

An asymmetric multivariate generalization of the recently proposed class of normal mixture GARCH models is developed. Issues of parametrization and estimation are discussed.
Markus Haas, Stefan Mittnik, Mark S. Paolella   +2 more
core  

Do Commodity Prices and Energy Markets Drive Asymmetric Volatility in Biodiversity Finance?

Business Strategy and the Environment, EarlyView.
ABSTRACT This study examines symmetric and asymmetric volatility spillovers among biodiversity finance, commodity prices, and energy markets using daily data from 2019 to 2025. We apply the Diebold–Yilmaz time–domain connectedness model, Baruník–Křehlík frequency–domain decomposition, and an asymmetric spillover framework.
Ijaz Younis, Maqsood Ahmad, Himani Gupta, Kun Su, Waheed Ullah Shah   +4 more
wiley   +1 more source