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Search: subject:"Generalized Autoregressive Conditional Heteroskedasticity Model"
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Exponential Generalized Autoregressive Conditional Heteroskedasticity Model
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Generalized autoregressive conditional heteroskedasticity model
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Glosten–Jagannathan–Runkle-Generalized Autoregressive Conditional Heteroskedasticity Model
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Abdurehman, Abderezak Ali
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International journal of economics and financial issues : IJEFI
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Journal of economic integration : jei
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The empirical economics letters : a monthly international journal of economics
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Impact of COVID-19 on global stock market volatility
Kusumahadi, Teresia Angelia
;
Permana, Fikri C.
- In:
Journal of economic integration : jei
36
(
2021
)
1
,
pp. 20-45
Persistent link: https://www.econbiz.de/10012593273
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2
An analysis of determinants affecting the returns of Dow Jones sustainability index United States
Pitoska, Electra
;
Katarachia, Androniki
;
Giannarakis, …
- In:
International journal of economics and financial issues …
7
(
2017
)
3
,
pp. 113-118
Persistent link: https://www.econbiz.de/10011811060
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3
The relationship between exchange rate and inflation : an empirical study of Turkey
Abdurehman, Abderezak Ali
;
Hacilar, Samet
- In:
International journal of economics and financial issues …
6
(
2016
)
4
,
pp. 1454-1459
Persistent link: https://www.econbiz.de/10011775167
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4
The effect of financial and macroeconomic factors on the oil market
Sariannidis, Nikolaos
;
Galyfianakis, Georgios
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
5
(
2015
)
4
,
pp. 1084-1091
Persistent link: https://www.econbiz.de/10011456477
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5
Using the EGARCH model to examine returns and volatility spillovers in the crude oil and gold markets
Hsu, Tzu-Kuang
;
Tsai, Chin-Chang
- In:
The empirical economics letters : a monthly …
15
(
2016
)
3
,
pp. 239-244
Persistent link: https://www.econbiz.de/10011580516
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6
Risk management lessons from "knock-in knock-out" option disaster
Khil, Jaeuk
;
Suh, Sangwon
- In:
Asia-Pacific journal of financial studies
39
(
2010
)
1
,
pp. 28-52
Persistent link: https://www.econbiz.de/10009315276
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