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Search: subject:"generalised autoregressive conditional heteroscedasticity"
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generalised autoregressive conditional heteroscedasticity
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Modelling and forecasting crude oil prices during COVID-19 Pandemic
Hendrawaty, Ernie
;
Azhar, Rialdi
;
Kesumah, Fajrin Satria Dwi
- In:
International Journal of Energy Economics and Policy : IJEEP
11
(
2021
)
2
,
pp. 149-154
Persistent link: https://www.econbiz.de/10012608864
Saved in:
2
Time-varying higher moments, economic policy uncertainty and renminbi exchange rate volatility
Wu, Xinyu
;
Mei, Xueting
;
Yin, Xuebao
- In:
Journal of risk
25
(
2023
)
5
,
pp. 71-99
Persistent link: https://www.econbiz.de/10014370725
Saved in:
3
Future natural gas price forecasting model and its policy implication
Ambya, Ambya
;
Gunarto, Toto
;
Hendrawaty, Ernie
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
5
,
pp. 64-70
Persistent link: https://www.econbiz.de/10012505591
Saved in:
4
Investor sentiment and stock return volatility: Evidence from the Johannesburg Stock Exchange
Rupande, Lorraine
;
Muguto, Hilary Tinotenda
; …
- In:
Cogent Economics & Finance
7
(
2019
)
1
,
pp. 1-16
index constructed from a set of proxies and
Generalised
Autoregressive
Conditional
Heteroscedasticity
models on the South …
Persistent link: https://www.econbiz.de/10012657516
Saved in:
5
Investor sentiment and stock return volatility : evidence from the Johannesburg Stock Exchange
Rupande, Lorraine
;
Muguto, Hilary Tinotenda
; …
- In:
Cogent economics & finance
7
(
2019
)
1
,
pp. 1-16
index constructed from a set of proxies and
Generalised
Autoregressive
Conditional
Heteroscedasticity
models on the South …
Persistent link: https://www.econbiz.de/10012023919
Saved in:
6
Dynamic interaction between historical and implied volatility in the Indian option market
Viswanathan, T.
;
Sriram, R.
;
Mukherjee, Prathana
- In:
International journal of public sector performance …
8
(
2021
)
1/2
,
pp. 128-144
Persistent link: https://www.econbiz.de/10012696739
Saved in:
7
Dynamics of inflation and inflation uncertainty in Pakistan
Munir, Kashif
;
Riaz, Nimra
- In:
International journal of monetary economics and finance …
13
(
2020
)
2
,
pp. 130-145
Persistent link: https://www.econbiz.de/10012254279
Saved in:
8
A vine copula : GARCH approach to corporate exposure management
Wells, Christopher M.
;
Farhat, Ahmad
;
Richardson, …
- In:
Journal of risk
20
(
2017/2018
)
2
,
pp. 27-51
Persistent link: https://www.econbiz.de/10013262948
Saved in:
9
Contagion between Islamic and conventional banks in Kuwait
Ltaifa, Monia Ben
;
Khoufi, Walid
- In:
International journal of financial innovation in …
1
(
2017
)
3/4
,
pp. 209-223
Persistent link: https://www.econbiz.de/10011879150
Saved in:
10
Measuring volatility in the Indian commodity futures
Kirithiga, S.
;
Naresh, G.
;
Thiyagarajan, S.
- In:
International journal of bonds and derivatives
3
(
2017
)
3
,
pp. 253-274
Persistent link: https://www.econbiz.de/10011875999
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