Results 141 to 150 of about 12,191 (249)
News on Stock Market Returns and Conditional Volatility in Nigeria: An EGARCH-in-Mean Approach. [PDF]
, 2020 Godwin Chigozie Okpara
openalex
Volatility Interdependence Between Cryptocurrencies, Equity, and Bond Markets. [PDF]
Comput Econ, 2022 Harb E, Bassil C, Kassamany T, Baz R.
europepmc +1 more source
Energy InformaticsFocusing on the Russia–Ukraine war, this paper investigates natural gas futures volatilities. Applying several hybrid GARCH and EGARCH models, which innovatively incorporate both fat-tailed distribution errors and structural breaks, we derive the ...
Chikashi Tsuji
doaj +1 more source
Testing volatility and relationship among BRICS stock market returns. [PDF]
SN Bus Econ, 2022 Ganguly S, Bhunia A.
europepmc +1 more source
Can Merchant Interconnectors Deliver Lower and More Stable Prices? The Case of NorNed [PDF]
, 2009 core +2 more sources
نمذجة تقلبات العوائد اليومية لمؤشر DAX30 باستخدام نموذج EGARCH
, 2020 تتميّز السلاسل المالية عن باقي السلاسل الزمنية بمجموعة من الخصائص فغالبا ما تكون سلسلة أسعار الأصول غير مستقرة بينما سلسلة عوائد هذه الأصول تكون مستقرة ،كما أنها تمتاز بخاصية تجمع التقلبات أما توزيعها فله ذيول سميكة وتفرطح حاد بالإضافة إلى أنها تحتوي على أثر الرافعة المالية.
openaire +1 more source
Exchange Rate Volatility Forecasting by Hybrid Neural Network Markov Switching Beta-t-EGARCH [PDF]
, 2020 Ruofan Liao +2 more
openalex +1 more source
Determining the return volatility of the Ghana stock exchange before and during the COVID-19 pandemic using the exponential GARCH model. [PDF]
SN Bus Econ, 2023 Prempeh KB, Frimpong JM, Amaning N.
europepmc +1 more source
Exploiting deterministic features in apparently stochastic data. [PDF]
Sci Rep, 2022 Stoop R +3 more
europepmc +1 more source