Results 71 to 80 of about 1,203 (162)

PENERAPAN MODEL THRESHOLD GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTIC (TGARCH) DALAM PERAMALAN HARGA EMAS DUNIA

, 2016
ABSTRAK  Ekonomi merupakan aspek penting suatu negara, beragamnya bentuk kegiatan ekonomi menggambarkan pentingnya ekonomi bagi masyarakat. Salah satu kegiatan ekonomi adalah investasi, investasi saat ini sangat beragam salah satunya investasi emas. Emas
Puspita, Entit, Agustina, Fitriani, Darmawan, Ryaneka   +2 more
core  

DO THE NEWS AFFECT THE EUR/ALL EXCHANGE RATE VOLATILITY?

Economic Review, 2015
Since the early 1990s, Albania has adopted the flexible exchange rate regime. A vast empirical literature on exchange rate is focused on modeling its volatility.
Gentjan ÇERA, Eda DOKLE, Edmond ÇERA
doaj   +2 more sources

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

Annals of the University of Oradea: Economic Science, 2011
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
doaj  

Efecto apalancamiento en el mercado accionario colombiano

CLIO América, 2016
En este artículo se analiza el efecto apalancamiento en el mercado bursátil colombiano, para dicho fin se usan modelos de la familia ARCH que permitan evaluar si tal efecto está presente en el mercado de acciones, específicamente se usan los modelos no ...
Lizet Viviana Romero-Orjuela, Alexander Trilleras-Martínez   +1 more
doaj   +1 more source

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

Investasi adalah menanam modal dalam suatu instrumen investasi dengan harapan di masa depan nilai kekayaannya tersebut semakin meningkat dan besar. Pada saham terdapat sub sektornya adalah kelapa sawit, industri kelapa sawit telah menyediakan lapangan ...
Atok, R. Mohamad; Departemen Aktuaria Institut Teknologi Sepuluh Nopember Surabaya, Soehardjoepri, Soehardjoepri; Departemen Matematika Institut Teknologi Sepuluh Nopember Surabaya, Wijaya, Gede Rama Darma; Departemen Aktuaria Institut Teknologi Sepuluh Nopember Surabaya   +2 more
core   +4 more sources

Forecasting volatility in Asian financial markets: evidence from recursive and rolling window methods. [PDF]

SN Bus Econ, 2022
Sahiner M.
europepmc   +1 more source

Intraday-patterns in the Colombian Exchange Market Index and VaR: Evaluation of Different Approaches Patrones del IGBC y valor en riesgo: evaluación del desempeño de diferentes metodologías para datos intra-día

Revista Colombiana de Estadística, 2012
This paper evaluates the performance of 16 different parametric, non-parametric and one semi-parametric specifications to calculate the Value at Risk (VaR) for the Colombian Exchange Market Index (IGBC).
MANUEL SERNA-CORTÉS, JULIO CÉSAR ALONSO-CIFUENTES   +1 more
doaj  

Impacts of the COVID-19 epidemic on carbon emissions from international shipping. [PDF]

Mar Pollut Bull, 2023
Xu L, Yang Z, Chen J, Zou Z.
europepmc   +1 more source

Exploring the Dynamics of Brent Crude Oil, S&P500 and Bitcoin Prices Amid Economic Instability

IEEE Access
In this paper, we mainly investigate three variables from the price volatility point of view: Brent crude oil, S&P500 and Bitcoin (BTCUSD), aiming to underline the impact of price volatility.
Adela Bara, Irina Alexandra Georgescu, Simona-Vasilica Oprea, Marian Pompiliu Cristescu   +3 more
doaj   +1 more source

Volatility in metallic resources prices in COVID-19 and financial Crises-2008: Evidence from global market. [PDF]

Resour Policy, 2022
Xu Q, Meng T, Sha Y, Jiang X.
europepmc   +1 more source