Results 1 to 10 of about 42,233 (256)
Borsa İstanbul'da Halka Arz Edilen Hisse Senetlerinin Volatilite Dinamikleri: 2022-2023 Dönemi
Maliye ve Finans YazılarıBu çalışma, Borsa İstanbul'da 2022 ve 2023 yıllarında halka arz edilen hisse senetlerinden oluşturulan endekslerin volatilite dinamiklerini incelemeyi amaçlamaktadır.
Deniz Koy
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Análisis de la volatilidad accionaria en Latinoamérica
Fórum Empresarial, 2005 En la medida que las economías se van abriendo al mundo se vuelven más vulnerables a las crisis económicas de otros países. A este fenómeno se le denomina contagio.
Carlos Díaz Contreras +1 more
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Regional Volatility Linkages: Impact of Neighbouring Currencies on Nigeria's Currency Instability
EkonometriaThis study examines the effect of the exchange rate volatility of currencies of countries bordering Nigeria, namely the Benin Republic, Niger, Chad and the Cameroon Republic on Nigeria's exchange rate volatility using monthly observations for 1st January
Abdurrauf Babalola, Kudu Ibn Muhammad
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EVIDENCE OF TIME-VARYING HERDING BEHAVIOR FROM THE VIETNAMESE STOCK MARKET
Tạp chí Khoa học Đại học Đà Lạt, 2017 Using a regression model of the cross-sectional dispersion in stock returns, this study investigates investor herding behavior in Vietnamese stock market spanning the period from June 01, 2007 to November 30, 2015.
Đoàn Anh Tuấn, Hoàng Mai Phương
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BarekengThe Indonesia Composite Index (ICI) is a key indicator of stock market performance in Indonesia, often experiencing high volatility due to various domestic and global economic factors. In recent years, ICI has shown a significant upward trend, influenced
M. Fariz Fadillah Mardianto +4 more
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Modeling of Returns Volatility using GARCH(1,1) Model under Tukey Transformations
Jurnal Akuntansi dan Keuangan, 2019 This study proposed two new classes of GARCH(1,1) model by applying the Tukeytransformations to the returns and to the lagged variance. The behavior of return volatility was investigated on the basis of models with normal and Student-t distributions for ...
Didit Budi Nugroho +3 more
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Provincial Clustering using GARCH-based Chili Price Volatility Features
Sistemasi: Jurnal Sistem InformasiBird's eye chili is a strategic food commodity in Indonesia whose prices are highly susceptible to interregional fluctuations due to differences in distribution systems and supply chain conditions. These fluctuations often occur over short time horizons,
Yogata Rama Guninta +2 more
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Is Stock Price Volatility A Risk? : An Evaluation Review [PDF]
International Journal of Management, Accounting and Economics, 2019 Price volatility presents the investor possibilities and opportunities to buy securities at cheap prices and then sell it when they are overpriced, resulting in a profit at the end of the day.
Rabia Qammar, Rana Zain-Ul-Abidin
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MODELLING CONDITIONAL VOLATILITY AND ASYMMETRY IN GOLD FUTURES RETURNS [PDF]
Analele Universităţii Constantin Brâncuşi din Târgu Jiu : Seria EconomieThis study investigates the time-varying volatility dynamics of Gold Futures (GCZ5) daily returns over a ten-year period (October 28, 2015, to October 28, 2025).
SHAHIL RAZA +7 more
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A Framework for Cryptocurrency Volatility Prediction Based on Cross-Correlation Analysis Using Deep Learning [PDF]
International Journal of Information and Communication Technology ResearchThe popularity of cryptocurrencies has intensified the need for accurate volatility prediction models. This research proposes a novel approach to enhance conditional variance predictions for cryptocurrencies.
Masoud Omidvari Abarghouie +3 more
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