Search Results - subject:"generalized autoregressive conditional heteroscedastic"

A generalized autoregressive conditional heteroscedastic approach for the assessment of weak-form-efficiency and seasonality effect : evidence from Mauritius

Fauzel, Sheereen - In: International journal of economics and financial issues … 6 (2016) 2, pp. 745-755

Persistent link: https://www.econbiz.de/10011697358

The Glosten-Jagannathan-Runkle-Generalized Autoregressive Conditional Heteroscedastic approach to investigating the foreign exchange forward premium volatility

Hamzaoui, Nessrine; Regaieg, Boutheina - In: International journal of economics and financial issues … 6 (2016) 4, pp. 1608-1615

Persistent link: https://www.econbiz.de/10011775273

Oil Price Volatility and Real Effective Exchange Rate: The Case of Thailand

Jiranyakul, Komain - In: International Journal of Energy Economics and Policy 5 (2015) 2, pp. 574-579

The main objective of this study is to directly examine the relation between real oil price and real effective exchange rate in Thailand during July 1997 to December 2013. Under the floating exchange rate regime, bilateral exchange rates are expected to fluctuate more than under the fixed...

Persistent link: https://www.econbiz.de/10011268859

Oil price volatility and real effective exchange rate : the case of Thailand

Jiranyakul, Komain - In: International Journal of Energy Economics and Policy : IJEEP 5 (2015) 2, pp. 574-579

Persistent link: https://www.econbiz.de/10011455871

Stock market volatility modeling and forecasting with a special reference to BSE sensex

Malepati, Venkataramanaiah; Challa, Madhavi Latha; … - In: Research in finance 35 (2019), pp. 105-118

Persistent link: https://www.econbiz.de/10012228119