Narrow search
Showing 1 - 10 of 634
Cover Image
Modelling and forecasting volatility of the Botswana and Namibia stock market returns : evidence using GARCH models with different distribution densities
Coffie, William - In: Global business & economics review 20 (2018) 1, pp. 18-35
Persistent link: https://www.econbiz.de/10011953628
Cover Image
l 1 - penalized likelihood smoothing of volatility processes allowing for abrupt changes
Neto, David; Sardy, Sylvain; Tseng, Paul - 2009
Persistent link: https://www.econbiz.de/10003926975
Cover Image
Moment-implied densities : properties and applications
Ghysels, Eric; Wang, Fangfang - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 1, pp. 88-111
Persistent link: https://www.econbiz.de/10010380476
Cover Image
Characterizing financial crises using high-frequency data
Dungey, Mardi H.; Holloway, Jet; Yalaman, Abdullah; … - In: Quantitative finance 22 (2022) 4, pp. 743-760
Persistent link: https://www.econbiz.de/10013367856
Cover Image
Jump probability using volatility periodicity filters in US Dollar/Euro exchange rates
Yi, Chae-Deug - In: The North American journal of economics and finance : a … 53 (2020), pp. 1-12
Persistent link: https://www.econbiz.de/10012632203
Cover Image
Stock market volatility: Identifying major drivers and the nature of their impact
Mittnik, Stefan; Robinzonov, Nikolay; Spindler, Martin - In: Journal of banking & finance 58 (2015), pp. 1-14
Persistent link: https://www.econbiz.de/10011543844
Cover Image
Financial dollarization and exchange rate volatility in Ghana
Tweneboah, George - In: Ghanaian journal of economics : GJE ; a journal of the … 3 (2015), pp. 28-44
Persistent link: https://www.econbiz.de/10011496880
Cover Image
Equation-by-equation estimation of multivariate periodic electricity price volatility
Escribano, Álvaro; Sucarrat, Genaro - In: Energy economics 74 (2018), pp. 287-298
Persistent link: https://www.econbiz.de/10011972846
Cover Image
Dollarization, inflation targeting, and inflationary dynamics in Ghana
Tweneboah, George; Alagidede, Paul - In: Journal of African business 20 (2019) 3, pp. 358-375
Persistent link: https://www.econbiz.de/10012180405
Cover Image
Macroeconomic news surprises, volume and volatility relationship in index futures market
Banerjee, Ameet Kumar; Pradhan, H. K.; Tripathy, Trilochan - In: Applied economics 52 (2020) 3, pp. 275-287
Persistent link: https://www.econbiz.de/10012197389