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
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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.
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Accurate Conditional Variance Models for Predicting Asymmetric Volatility in Cryptocurrency Markets
İzmir İktisat DergisiThis study includes tests on the Generalized Autoregressive Conditional Heteroscedasticity (GARCH) model and its derivatives to conduct complex and detailed volatility analysis for the 5 highest-volume cryptocurrencies traded in September 2023. The tests
Onur Çelebi, Erhan Demireli
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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.
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Do foreign investors affect the volatility of local currency bond prices? Empirical evidence from China. [PDF]
Heliyon, 2023 Wang Q, Gao S, Li J, Leibrecht M.
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Modelling time-varying volatility using GARCH models: evidence from the Indian stock market. [PDF]
F1000Res, 2022 Ali F, Suri P, Kaur T, Bisht D.
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, 2004 Bimonthly magazine discussing topics related to aviation and model airplane engines including collecting, restoring, maintaining, and identifying engines, along with ...
The Model Museum, Dannels, Timothy J.
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Modeling the Dynamics, Volatilities and Interrelations of the Mexican, Brent and WTI Oil Returns
Ensayos Revista de Economía, 2016 We study the dynamics, volatilities, and interrelations of the Mexican (MME), Brent and WTI oil returns with twelve multivariate GARCH models. The main results suggest that: 1) The volatility of MME is bigger than the one of the WTI but smaller than the ...
Antonio Ruiz-Porras +1 more
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Revista Ingenierías Universidad de Medellín, 2007 En este trabajo se estudian los efectos asimétricos y día de la semana en el Índice de Volatilidades VIX de la Chicago Board Option Exchange del 02/01/2003 al 30/03/2007.
Pilar Beatriz Álvarez Franco +2 more
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Turn-of-the-candle effect in bitcoin returns. [PDF]
Heliyon, 2023 Shanaev S, Vasenin M, Stepanov R.
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