Results 1 to 10 of about 18,304 (313)
Optimal rates in the Bahadur-Kiefer representation for GARCH sequences [PDF]
arXiv, 2006 In this paper we establish the Bahadur-Kiefer representation for sample quantiles of GARCH sequences with optimal rates.
Rafał Kulik
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Reviews of Management Sciences, 2022 Purpose: The purpose of this paper is to predict the volatility of the KSE-100 index using econometric and machine learning models. It also designs hybrid models for volatility forecasting by combining these two models in three different ways ...
Komal Batool +2 more
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Challenges of integrated variance estimation in emerging stock markets [PDF]
Zbornik radova Ekonomskog fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu, 2019 Estimating integrated variance, using high frequency data, requires modelling experience and data crunching skills. Although intraday returns have attracted much attention in recent years, handling these data is challenging because of their ...
Josip Arnerić, Mario Matković
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Jurnal Keuangan dan Perbankan, 2021 This literature aims to analyze the impact of the Dollar Index and Gold Price returns and volatility on stock market volatility of India and China, viz., Shanghai Stock Exchange and Bombay Stock Exchange Sensex, during the period of Covid-19.
Joseph John Allwyn Kumar +1 more
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Revista Mexicana de Economía y Finanzas Nueva Época REMEF, 2021 Este trabajo analiza la relación entre la volatilidad del precio del petróleo y rendimientos bursátiles sectoriales seleccionados en México (Industrial, materiales, financiero y de consumo discrecional) a través de la implementación de un modelo GARCH ...
Rodrigo A. Morales Fernández Rafaelly +1 more
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VaR as a mitigating risk tool in the maritime sector: An empirical approach on freight rates
Quantitative Finance and Economics, 2022 Shipping freight rates fluctuation is considered as one of the most important risk factors that participants face in the tanker shipping market (ship-owners, charterers, traders, hedge funds, banks and other financial institutions) in order to watch its ...
Basdekis Charalampos +2 more
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Forecasting residential natural gas consumption in Egypt [PDF]
Journal of Humanities and Applied Social Sciences, 2020 Purpose – This paper aims to obtain accurate forecasts of the hourly residential natural gas consumption, in Egypt, taken into consideration the volatile multiple seasonal nature of the gas series.
Mohamed Ali Ismail +1 more
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Carpo-metacarpal dislocation treatment
PAMJ Clinical Medicine, 2020 We report the case of a young patient of 24 years, motorcyclist, victim of road accident, causing a closed trauma of the right wrist, the examination on admission finds a swollen, painful hand without vascular-nervous disorders, or compartment syndrome ...
Oussama Eladaoui, Abdelhak Garch
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ANALYSIS OF INTEGRATION AND PRICE EFFICIENCY: A CASE OF INDONESIAN COCOA BEANS EXPORT MARKET
AGRISE, 2020 In international trade, two market are spatially integrated when the price of one commodity traded continuously and has same price movement after adjusting the exchange rate and transaction cost.
Imama Nurus Izaati +2 more
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An exceptional localization of hydatidosis
PAMJ Clinical Medicine, 2020 A 48-years-old woman, presenting a huge mass of the posterior surface of the thigh, fixed on the deep and superficial planes, evolving for 1 year. The patient has no particular pathological history, and no other signs were noted, including neither weight´
Oussama Eladaoui, Abdelhak Garch
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