Results 91 to 100 of about 1,203 (162)

Assessing stock market contagion and complex dynamic risk spillovers during COVID-19 pandemic. [PDF]

Nonlinear Dyn, 2023
Lu Y, Xiao D, Zheng Z.
europepmc   +1 more source

PERAMALAN NILAI TUKAR MATA UANG RUPIAH TERHADAP DOLLAR AMERIKA MENGGUNAKAN MODEL ARCH, GARCH ATAU TGARCH

, 2013
Penelitian ini bertujuan untuk menetapkan pemodelan nilai tukar Rupiah terhadap Dollar Amerika dengan Autoregressive Conditional Heteroscedasticity (ARCH), Generalized Autoregressive Conditional Heteroscedasticity (GARCH) atau Threshold Generalized ...
Herdiansyah, Vindri, Jose, Rizal, Sigit, Nugroho   +2 more
core   +2 more sources

COVID-19 and cryptocurrency volatility: Evidence from asymmetric modelling. [PDF]

Financ Res Lett, 2022
Apergis N.
europepmc   +1 more source

Pendekatan Single Index Model dengan Pemodelan EGARCH, TGARCH, dan APARCH pada Saham Sub Sektor Kelapa Sawit

, 2023
Investasi adalah menanam modal dalam suatu instrumen investasi dengan harapan di masa depan nilai kekayaannya tersebut semakin meningkat dan besar. Investasi dalam bentuk saham banyak dipilih para investor karena saham mampu memberikan keuntungan yang ...
Wijaya, Gede Rama Darma
core  

Forecasting Inflation based on Stochastic Differential Equations and Alternative Models (A Comparative Study) [PDF]

پژوهشهای اقتصادی, 2013
In this paper, it is tried to propose a robust model for predicting inflation in Iran among alternative models. For doing this, monthly data from April 1990 to the end of September 2009 is used.
Ahmad Molabahrami, Hassan Khodavaisi, Reza Hossaini   +2 more
doaj  

A Study on the Hedging Function of Gold in the Light of Economic Policy Uncertainty. [PDF]

Comput Intell Neurosci, 2022
Xiao B.
europepmc   +1 more source

Impact of Covid-19 outbreak on Turkish gasoline consumption. [PDF]

Technol Forecast Soc Change, 2021
Güngör BO, Ertuğrul HM, Soytaş U.
europepmc   +1 more source

MODELING ROMANIAN EXCHANGE RATE EVOLUTION WITH GARCH, TGARCH, GARCH- IN MEAN MODELS [PDF]

In this paper we analyze the return of exchange rate in order to test and analyze the best models which are capable of forecasting accurately there evolution. We apply the GARCH family models on the exchange rate return in order to obtain the best models
Cociuba Mihail Ioan, Trenca Ioan
core  

Liquidity effects on oil volatility forecasting: From fintech perspective. [PDF]

PLoS One, 2021
Ding S, Cui T, Zhang Y, Li J.
europepmc   +1 more source

Impact of the COVID-19 pandemic on the South African tobacco and alcohol industries: Experiences from British American Tobacco and Distell Group Limited. [PDF]

Phys Chem Earth (2002), 2022
Ngarava S, Mushunje A, Chaminuka P, Zhou L.   +3 more
europepmc   +1 more source