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
Authors:	Jeribi, Ahmed ; Ghorbel, Achraf
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

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