Results 111 to 120 of about 12,191 (249)
Foreign Exchange Interventions in Croatia and Turkey: Should We Give a Damn? [PDF]
, 2005 This paper studies the impact of daily official foreign exchange interventions on the exchange rates of two EU candidate countries, namely Croatia and Turkey for the periods from 1996 to 2004 and from 2001 to 2004, respectively.
Lang, Maroje, Égert, Balázs
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Empirical Analysis of Carbon Price Based on EGARCH
Journal of Physics: Conference Series, 2019 Abstract The carbon trading market has been increasingly heated for more than a decade, and its market participants and market rules are not exactly the same as traditional stock or exchange rate markets. Based on the mature and efficient GARCH series model, this thesis analyzes the rules of the carbon trading market.
openaire +1 more source
Comparison of Modeling Volatility of Indonesia Banks Using ARCH, GARCH, TARCH and EGARCH [PDF]
, 2019 Eneng Nur Hasanah
openalex +1 more source
"Modelling and Forecasting Daily International Mass Tourism to Peru" [PDF]
Peru is a South American country that is divided into two parts by the Andes Mountains. The rich historical, cultural and geographic diversity has led to the inclusion of ten Peruvian sites on UNESCO's World Heritage List.
Jose Angelo Divino, Michael McAleer
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Scientific AfricanAccurate stock volatility forecasting is critical for informed investment decisions and effective risk management. This study proposes an attention-guided hybrid modeling framework that integrates Generalized Autoregressive Conditional Heteroskedasticity
Wandile Nhlapho +2 more
doaj +1 more source
Model Selection and Testing of Conditional and Stochastic Volatility Models [PDF]
This paper focuses on the selection and comparison of alternative non-nested volatility models. We review the traditional in-sample methods commonly applied in the volatility framework, namely diagnostic checking procedures, information criteria, and ...
Caporin, M., McAleer, M.J.
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Forecasting volatility in Asian financial markets: evidence from recursive and rolling window methods. [PDF]
SN Bus Econ, 2022 Sahiner M.
europepmc +1 more source
"Risk Management for International Tourist Arrivals: An Application to the Balearic Islands, Spain" [PDF]
Spain is a leader in terms of total international tourist arrivals and receipts. The Balearic Islands are one of the most popular destinations in Spain. For tourism management and marketing, it is essential to forecast tourist arrivals accurately.
Ana Bartolome +3 more
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Value-at-Risk on Central and Eastern European Stock Markets: An Empirical Investigation Using GARCH Models [PDF]
Using daily return data from the four major Central and Eastern European stock markets including fourteen highly liquid stocks and ATX (Vienna), PX (Prague), BUX (Budapest), and WIG20 (Warsaw) market indices, we model the value-at-risk using a set of ...
Vít Bubák
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