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Search: subject:"Volatility persistence"
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ARCH model
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Volatility
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Dynamic Conditional Correlation-multivariate Generalized Autoregressive Conditional Heteroskedasticity
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Estimating time-varying volatility in consumer prices in rwanda : application of GARCH models
Maniraguha, Faustin
;
Karangwa, Mathias
;
Mwenese, Bruno
; …
- In:
BNR economic review
(
2019
)
14
,
pp. 53-75
Persistent link: https://www.econbiz.de/10012312029
Saved in:
2
Exploration of the foreign exchange forward premiums and the spot exchange return : a multivariate approach
Hamzaoui, Nessrine
;
Regaieg, Boutheina
- In:
International journal of economics and financial issues …
6
(
2016
)
2
,
pp. 694-702
Persistent link: https://www.econbiz.de/10011697286
Saved in:
3
Market interactions in gold and stock markets : evidences from Saudi Arabia
Afsal, E. M.
;
Haque, Mohammad Imdadul
- In:
International journal of economics and financial issues …
6
(
2016
)
3
,
pp. 1025-1034
Persistent link: https://www.econbiz.de/10011697567
Saved in:
4
The Glosten-Jagannathan-Runkle-Generalized Autoregressive Conditional Heteroscedastic approach to investigating the foreign exchange forward premium volatility
Hamzaoui, Nessrine
;
Regaieg, Boutheina
- In:
International journal of economics and financial issues …
6
(
2016
)
4
,
pp. 1608-1615
Persistent link: https://www.econbiz.de/10011775273
Saved in:
5
A generalized autoregressive conditional heteroskedasticity examination of the relationship between trading volume and conditional volatility in the Tunisian stock market : evidenc...
Belhaj, Fethi
;
Abaoub, Ezzeddine
- In:
International journal of economics and financial issues …
5
(
2015
)
2
,
pp. 354-364
Persistent link: https://www.econbiz.de/10011453520
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