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Search: subject:"GARCH"
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ARCH model
46
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56
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1
Optimal hedging strategies for natural gas
Zhou, Changfeng
;
Cai, Huan
- In:
International journal of economics and finance
12
(
2020
)
8
,
pp. 1-11
Persistent link: https://www.econbiz.de/10012425888
Saved in:
2
Asymptotic and finite sample properties for multivariate rotated
GARCH
models
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
; …
- In:
Econometrics
9
(
2021
)
2
,
pp. 1-21
This paper derives the statistical properties of a two-step approach to estimating multivariate rotated
GARCH
…
Persistent link: https://www.econbiz.de/10012696326
Saved in:
3
Multivariate analysis of cryptocurrencies
Candila, Vincenzo
- In:
Econometrics
9
(
2021
)
3
,
pp. 1-17
Correlation (DCC) model. In particular, we introduced the Double Asymmetric
GARCH
-MIDAS model in the DCC framework. …
Persistent link: https://www.econbiz.de/10012696333
Saved in:
4
A correcting note on forecasting conditional variance using ARIMA vs.
GARCH
model
Azimi, Mohammad Naim
;
Shahidzada, Seyed Farhad
- In:
International journal of economics and finance
11
(
2019
)
5
,
pp. 145-152
Persistent link: https://www.econbiz.de/10012012282
Saved in:
5
Relationship between financial and real sectors : implications for stable economic development : (evidence from Thailand)
Khalil, Muhammad Azhar
;
Chaisrisawatsuk, Santi
- In:
International journal of economics and finance
10
(
2018
)
6
,
pp. 204-217
Persistent link: https://www.econbiz.de/10011885050
Saved in:
6
The impact of securities margin trading on Chinese stock market
Chen, Shaozhen
;
Su, Liang
;
Lin, Li
;
Zhou, Chaoqun
;
Lin, …
- In:
International journal of economics and finance
10
(
2018
)
4
,
pp. 101-111
Persistent link: https://www.econbiz.de/10011859979
Saved in:
7
Forecasting volatility stock return : evidence from the Nordic stock exchanges
Dritsakis, Nikolaos
;
Savvas, Georgios
- In:
International journal of economics and finance
9
(
2017
)
2
,
pp. 15-31
Persistent link: https://www.econbiz.de/10011617883
Saved in:
8
Volatility and causality in strategic commodities : characteristics, myth and evidence
Youngho, Chang
;
Fang, Zheng
;
Hamori, Shigeyuki
- In:
International journal of economics and finance
9
(
2017
)
8
,
pp. 162-178
Persistent link: https://www.econbiz.de/10011714755
Saved in:
9
Informed trading of futures markets during the financial crisis : evidence from the VPIN
Lee, Yen-Hsien
;
Liu, Wen-Chien
;
Hsieh, Chia-Lin
- In:
International journal of economics and finance
9
(
2017
)
9
,
pp. 123-132
Persistent link: https://www.econbiz.de/10011762717
Saved in:
10
On forecasting Taiwanese stock index option prices : the role of implied volatility index
Wang, Jying-Nan
;
Liu, Hung-Chun
;
Chen, Lu-Jui
- In:
International journal of economics and finance
9
(
2017
)
9
,
pp. 133-136
Persistent link: https://www.econbiz.de/10011762731
Saved in:
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