Search Results - subject:"Exogenous Variables"

Bitcoin network mechanics: Forecasting the btc closing price using vector auto-regression models based on endogenous and exogenous feature variables

Ibrahim, Ahmed; Kashef, Rasha; Li, Menglu; Valencia, Esteban - In: Journal of Risk and Financial Management 13 (2020) 9, pp. 1-21

using a feature set of exogenous variables. The VAR model allows the analysis of individual factors of influence. This …

Persistent link: https://www.econbiz.de/10012611446

Bitcoin network mechanics : forecasting the btc closing price using vector auto-regression models based on endogenous and exogenous feature variables

Ibrahim, Ahmed; Kashef, Rasha; Li, Menglu; Valencia, Esteban - In: Journal of risk and financial management : JRFM 13 (2020) 9/189, pp. 1-21

using a feature set of exogenous variables. The VAR model allows the analysis of individual factors of influence. This …

Persistent link: https://www.econbiz.de/10012386874

How do the characteristics of the environmentinfluence university efficiency?: evidence from a conditional efficiency approach

Agasisti, Tommaso; Egorov, Aleksei; Serebrennikov, Pavel - 2020

Persistent link: https://www.econbiz.de/10012493907

Determinants of store loyalty : empirical evidence from United Arab Emirates

Manickam, Sakkthivel A.; Agha, Kakul - In: Journal of promotion management : innovations in … 28 (2022) 3, pp. 309-331

Persistent link: https://www.econbiz.de/10012821544

Diversification effect of commodity futures on financial markets

Kanamura, Takashi - 2018

Persistent link: https://www.econbiz.de/10012133435

Diversification effect of commodity futures on financial markets

Kanamura, Takashi - In: Quantitative finance and economics 2 (2018) 4, pp. 821-836

Persistent link: https://www.econbiz.de/10012176104

Modelling volatility of the exchange rate of the Naira to major currencies

David, Reuben O.; Dikko, Hussaini G.; Gulumbe, Shehu U. - In: CBN Journal of Applied Statistics 07 (2016) 2, pp. 159-187

-a-vis four other currencies. The impact of exogenous variables in modelling volatility is considered using both the GARCH (1 …

Persistent link: https://www.econbiz.de/10011961652

A Multivariate Asymmetric Long Memory Conditional Volatility Model with X, Regularity and Asymptotics

Asai, Manabu; McAleer, Michael - 2016

The paper derives a Multivariate Asymmetric Long Memory conditional volatility model with Exogenous Variables (X), or … univariate conditional volatility model with exogenous variables (X) that has dynamic conditional correlations, appropriate … with exogenous variables (X) that has regularity conditions and asymptotic theory would seem to be a significant extension …

Persistent link: https://www.econbiz.de/10011586680

Modelling volatility of the exchange rate of the Naira to major currencies

David, Reuben O.; Dikko, Hussaini G.; Gulumbe, Shehu U. - In: CBN journal of applied statistics 7 (2016) 2, pp. 1-29

-a-vis four other currencies. The impact of exogenous variables in modelling volatility is considered using both the GARCH (1 …

Persistent link: https://www.econbiz.de/10011661515

A multivariate asymmetric long memory conditional volatility model with X, regularity and asymptotics

Asai, Manabu; McAleer, Michael - 2016

Persistent link: https://www.econbiz.de/10011531101