Results 111 to 120 of about 36,906 (198)
Asymmetric Behavior of Inflation Uncertainty and Friedman-Ball Hypothesis: Evidence from Pakistan
Lahore Journal of EconomicsThis paper is a first attempt to measure and analyze inflation uncertainty in Pakistan. It makes several contributions to the literature. In the first stage, using quarterly data from 1976:01 to 2008:02, we model inflation uncertainty as a time-varying ...
Syed Kumail Abbas Rizvi, Bushra Naqvi
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Açığa Satış, Likidite ve Volatilite: Borsa İstanbul Firmaları Üzerine Bir İnceleme
Maliye ve Finans YazılarıBu çalışma, açığa satış işlemleri ile Borsa İstanbul’da işlem gören hisse senetlerinin likiditesi ve volatilitesi arasındaki ilişkiyi incelemektedir.
Metin Borak
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Mixed-frequency quantile regressions to forecast value-at-risk and expected shortfall. [PDF]
Ann Oper Res, 2023 Candila V, Gallo GM, Petrella L.
europepmc +1 more source
The impact of economic sentiment on European stock markets
Entrepreneurial Business and Economics ReviewObjective: This article aims to analyse the impact of sentiment indicators reflecting the condition of major economies on the returns and volatility of European developed, emerging, and frontier stock markets.
Anna Czapkiewicz +2 more
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Traffic Volatility Forecasting Using an Omnibus Family GARCH Modeling Framework. [PDF]
Entropy (Basel), 2022 Ou J, Huang X, Zhou Y, Zhou Z, Nie Q.
europepmc +1 more source
Parameter estimates following Bayesian GJR-GARCH(1,1) model with skewed Student’s-t distribution.
, 2018 Parameter estimates following Bayesian GJR-GARCH(1,1) model with skewed Student’s-t distribution.
Haslifah M. Hasim (4839987) +2 more
core +1 more source
The Lahore Journal of Business, 2012 This article studies the ability of the GARCH family of models to accurately forecast the volatility of S&P500 stock index returns across the financial crisis that affected markets in 2003–07.
Mahreen Mahmud
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A model-free approach to do long-term volatility forecasting and its variants. [PDF]
Financ Innov, 2023 Wu K, Karmakar S.
europepmc +1 more source
LONG-TERM VOLATILITY DYNAMICS OF THE GERMAN STOCK MARKET : INSIGHTS FROM TWO DECADES OF DAILY RETURNS [PDF]
Analele Universităţii Constantin Brâncuşi din Târgu Jiu : Seria EconomieThis study provides an empirical analysis of the volatility dynamics of the Deutscher Aktienindex (DAX) stock index over a 20-year period based on daily observations, specifically from January 2, 2006, to March 20, 2026.
SHAHIL RAZA +6 more
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