Results 61 to 70 of about 13,792,612 (176)

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

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

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  

Sub-series 2: Publications

, 1963
Bimonthly magazine discussing topics related to aviation and model airplane engines including collecting, restoring, maintaining, and identifying engines, along with ...
The Model Museum, Daniels, Tim
core   +1 more source

Exploring Advanced GARCH Models for Analyzing Asymmetric Volatility Dynamics for the Emerging Stock Market in Hungary: An Empirical Case Study [PDF]

Annals of Dunarea de Jos University. Fascicle I : Economics and Applied Informatics
The study was conducted on BUX Index volatility for the post-2008 (from 2011) global financial crisis period using advanced GARCH models (GARCH, TGARCH, EGARCH, IGARCH, PARCH, APARCH).
Shreevastava Aman, Raza Shahil, Bharat Kumar Meher, Ramona Birau, Anand Abhishek, Mircea Laurentiu Simion, Nadia Tudora Cirjan   +6 more
doaj   +1 more source

Impact of foreign and domestic investment in stock market volatility: Empirical evidence from India

Cogent Economics & Finance, 2020
Volatility is one of the most important factors of investment decisions. Unexpected information forces the investor to trade abnormally in the market which in turn affects the volatility of the market.
Bhaskar Chhimwal, Varadraj Bapat
doaj   +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  

Practical Issues in the Analysis of Univariate GARCH Models [PDF]

This paper gives a tour through the empirical analysis of univariate GARCH models for financial time series with stops along the way to discuss various practical issues associated with model specification, estimation, diagnostic evaluation and ...
Eric Zivot
core  

Left Lung Model featuring Upper and Lower Lobes

, 2020
This is a multi-colored left lung model where each color designates a specific segment of the upper and lower lobes.

core  

Trading volume and volatility of stock returns: Evidence from some European and Asian stock markets

Quantitative Methods in Economics, 2011
This paper analyses the relationship between the daily volatility of stock returns and the trading volume using the TGARCH models for selected European and Asian stock markets. The leverage effect has been proved in all analysed cases.
Michaela Chocholatá
doaj