Volatility analysis in international indices
Year of publication: |
2022
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---|---|
Authors: | Altin, Hakan |
Published in: |
International journal of sustainable economies management : IJSEM ; an official publication of the Information Resources Management Association. - Hershey, Pa. : IGI Global, ISSN 2160-9667, ZDB-ID 2703785-X. - Vol. 11.2022, 1, Art.-No. 61, p. 1-17
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Subject: | ARCH | ARCH LM | Asymmetry | Autocorrelation | EGARCH | GARCH | Leverage | Parch | Tail Inequality Coefficient | TGARCH | Unit Root | Volatilität | Volatility | Schätztheorie | Estimation theory | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Aktienindex | Stock index | Autokorrelation | Kapitaleinkommen | Capital income |
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