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Estimating and forecasting volatility of financial markets using asymmetric GARCH models : an application on Turkish financial markets
Gökbulut, Rasim lker; Pekkaya, Mehmet - In: International journal of economics and finance 6 (2014) 4, pp. 23-35
Persistent link: https://www.econbiz.de/10010347758
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On the return-volatility relationship in the Bitcoin market around the price crash of 2013
Bouri, Elie; Azzi, Georges; Dyhrberg, Anne Haubo - 2016
The authors examine the relation between price returns and volatility changes in the Bitcoin market using a daily database denominated in various currencies. The results for the entire period provide no evidence of an asymmetric return-volatility relation in the Bitcoin market. They test if...
Persistent link: https://www.econbiz.de/10011539994
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Swiss franc from the Croatian perspective
Bošnjak, Mile - In: Journal of central banking theory and practice 7 (2018) 3, pp. 41-56
Persistent link: https://www.econbiz.de/10011918271
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US inflation and inflation uncertainty over 200 years
Bredin, Donal; Fountas, Stilianos - In: Financial history review 25 (2018) 2, pp. 141-159
Persistent link: https://www.econbiz.de/10011920533
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Jumps in equilibrium prices and asymmetric news in foreign exchange markets
El Ouadghiri, Imane; Uctum, Remzi - 2015
Persistent link: https://www.econbiz.de/10011736615
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On the return-volatility relationship in the Bitcoin market around the price crash of 2013
Bouri, Elie; Azzi, Georges; Dyhrberg, Anne Haubo - 2017
The authors examine the relation between price returns and volatility changes in the Bitcoin market using a daily database denominated in US dollar. The results for the entire period provide no evidence of an asymmetric return-volatility relation in the Bitcoin market. The authors test if there...
Persistent link: https://www.econbiz.de/10011600035
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Jumps in equilibrium prices and asymmetric news in foreign exchange markets
El Ouadghiri, Imane; Uctum, Remzi - In: Economic modelling 54 (2016), pp. 218-234
Persistent link: https://www.econbiz.de/10011642112
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Moments of standardized Fernandez-Steel skewed distributions : applications to the estimation of GARCH-type models
Trottier, Denis-Alexandre; Ardia, David - In: Finance research letters 18 (2016), pp. 311-316
Persistent link: https://www.econbiz.de/10011657263
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Alarming of exchange rate crisis : a risk management approach
Zhao, Da; Wu, Tianhao - In: Risk governance & control : financial markets & institutions 6 (2016) 2, pp. 79-88
Persistent link: https://www.econbiz.de/10011657506
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A statistical analysis of uncertainty for conventional and ethical stock indexes
Jawadi, Fredj; Jawadi, Nabila; Cheffou, Abdoukarim Idi - In: The quarterly review of economics and finance : journal … 74 (2019), pp. 9-17
Persistent link: https://www.econbiz.de/10012296878