Results 101 to 110 of about 12,191 (249)

Analisis Volatilitas Return Saham PT Antam (Persero) Tbk dan PT Adaro Energy Tbk Dengan Garch, Egarch Dan GJR [PDF]

, 2020
Yasir Maulana
openalex   +1 more source

Using EGARCH models to predict volatility in unconsolidated financial markets: the case of European carbon allowances. [PDF]

J Environ Stud Sci, 2023
Villar-Rubio E, Huete-Morales MD, Galán-Valdivieso F.   +2 more
europepmc   +1 more source

News Media as a Channel of Environmental Information Disclosure: Evidence from an EGARCH Approach [PDF]

This paper incorporates EGARCH modeling in a financial event study relating firm value to negative environmental news. News media provide informal information channels unlike formal government disclosure programs.
David I. Stern, Kenneth Simons, Ran Zhang   +2 more
core  

Generalized linear statistics for near epoch dependent processes with\n application to EGARCH-processes [PDF]

, 2017
Svenja Fischer
openalex   +1 more source

A risk measurement study evaluating the impact of COVID-19 on China's financial market using the QR-SGED-EGARCH model. [PDF]

Ann Oper Res, 2023
Song M, Sui Z, Zhao X.
europepmc   +1 more source

"Modelling Short and Long Haul Volatility in Japanese Tourist Arrivals to New Zealand and Taiwan" [PDF]

This paper estimates the effects of short and long haul volatility (or risk) in monthly Japanese tourist arrivals to Taiwan and New Zealand , respectively.
Chia-Lin Chang, Christine Lim, Michael McAleer   +2 more
core  

Bist 30 Hisse Senetlerinin Gelecekteki Değerlerinin Geometrik Brownıan Hareketi İle Tahmini Ve Arıma, Sarıma, Garch, Egarch, Gjr Modelleri İle Volatilite Analizi

, 2021
Sonat Bayram
openalex   +2 more sources

Forecasting of Onion Price through GARCH and EGARCH Time Series Models in Nasik District of Maharashtra

International Journal of Bio-Resource and Stress Management
The experiment was conducted from March, 2023 to March, 2024 at Dr. RPCAU, Pusa, Bihar, India to study the performance of GARCH and EGARCH models for forecasting onion prices.
Devkar Divya Raju, Mahesh Kumar
doaj   +1 more source

LSTM-GARCH Hybrid Model for the Prediction of Volatility in Cryptocurrency Portfolios. [PDF]

Comput Econ, 2023
García-Medina A, Aguayo-Moreno E.
europepmc   +1 more source

Market Efficiency and the Euro: The case of the Athens Stock Exchange [PDF]

The behaviour of an emerging market, the Athens Stock Exchange (ASE), after the introduction of the euro is investigated. The underlying assumption is that stock prices would be more transparent; their performance easier to compare; the exchange rate ...
Theodore Panagiotidis
core