Forecasting developed and BRICS stock markets with cryptocurrencies and gold : generalized orthogonal generalized autoregressive conditional heteroskedasticity and generalized autoregressive score analysis
Ahmed Jeribi and Achraf Ghorbel
| Year of publication: |
2022
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|---|---|
| Authors: | Jeribi, Ahmed ; Ghorbel, Achraf |
| Published in: |
International journal of emerging markets. - Bradford : Emerald, ISSN 1746-8817, ZDB-ID 2242085-X. - Vol. 17.2022, 9, p. 2290-2320
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| Subject: | Cryptocurrencies | GAS | GO-GARCH | Gold | Hedging | Stock market indices | VaR | Aktienmarkt | Stock market | Virtuelle Währung | Virtual currency | ARCH-Modell | ARCH model | Aktienindex | Stock index | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/IJOEM-06-2020-0688 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014331745