Results 161 to 170 of about 36,906 (198)

Predicting the volatility of Chinese stock indices based on realized recurrent conditional heteroskedasticity. [PDF]

PLoS One
Zhang G, Zhao H, Fan R.
europepmc   +1 more source

Market responses to geopolitical risk and economic policy uncertainty: Evidence from Vietnam. [PDF]

Heliyon
Cao PT, Vo DH.
europepmc   +1 more source

High-frequency enhanced VaR: A robust univariate realized volatility model for diverse portfolios and market conditions. [PDF]

PLoS One
Kuang W.
europepmc   +1 more source

Improving Financial Volatility Modeling Using neutrosophic Logic and Applying the GJR-GARCH Model

passer journal of basic and applied sciences
openaire   +1 more source

Value at Risk Prediction for the GJR-GARCH Aggregation Model [PDF]

Pattimura International Journal of Mathematics (PIJMath), 2022
Volatility is the level of risk faced due to price fluctuations. The greater the volatility brings, the greater the risk. We need a measure such as Value at Risk (VaR) and volatility modeling to overcome this. The most frequently used volatility model in the financial sector is GARCH.
Ariestha Widyastuty Bustan, Wiwin Apriani, Nurhayati Nurhayati   +2 more
openaire   +2 more sources