Search Results - subject:"conditional heteroskedastic"

Markov regime switching generalized autoregressive conditional heteroskedastic model and volatility modeling for oil returns

Günay, Samet - In: International Journal of Energy Economics and Policy : IJEEP 5 (2015) 4, pp. 979-985

Persistent link: https://www.econbiz.de/10011456391

Inflation and Inflation Uncertainty in Turkey

dogru, bulent - Volkswirtschaftliche Fakultät, … - 2014

measured by Exponential Generalized Autoregressive Conditional Heteroskedastic model. Econometric findings suggest that …

Persistent link: https://www.econbiz.de/10011122820

Inflation and Inflation Uncertainty: Evidence from Turkey, 1923–2012

dogru, bulent - Volkswirtschaftliche Fakultät, … - 2013

Exponential Generalized Autoregressive Conditional Heteroskedastic model. Econometric findings suggest that although in long run …

Persistent link: https://www.econbiz.de/10011257692

U.K. Stock Market Inefficiencies and the Risk Premium

Demos, Antonis; Vasillelis, George - In: Multinational Finance Journal 11 (2007) 1-2, pp. 97-122

The stock market predictability has been a favorite topic of scholars and practitioners alike. It seems that some small predictability is present in all major stock markets worldwide. This predictability can be attributed to the risk premium structure and/or to inefficiencies present in the...

Persistent link: https://www.econbiz.de/10010937182