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~isPartOf:"International journal of economics and financial issues : IJEFI"
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Search: subject:"generalized autoregressive conditional heteroskedasticity"
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Exponentially Weighted Moving Average -Generalized Autoregressive Conditional Heteroskedasticity (1,1)-M Model
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Forward Premium Anomaly
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Generalized Autoregressive Conditional Heteroskedasticity
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International journal of economics and financial issues : IJEFI
International Journal of Energy Economics and Policy : IJEEP
9
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Asia-Pacific journal of financial studies
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1
Study about the minimum value at risk of stock index futures hedging applying exponentially weighted moving average :
generalized
autoregressive
conditional
heteroskedasticity
mode...
Xu, Rong
;
Li, Xingye
- In:
International journal of economics and financial issues …
7
(
2017
)
6
,
pp. 104-110
Persistent link: https://www.econbiz.de/10011948261
Saved in:
2
An analysis of determinants affecting the returns of Dow Jones sustainability index United States
Pitoska, Electra
;
Katarachia, Androniki
;
Giannarakis, …
- In:
International journal of economics and financial issues …
7
(
2017
)
3
,
pp. 113-118
Persistent link: https://www.econbiz.de/10011811060
Saved in:
3
Estimation of volatility and correlation with multivariate
generalized
autoregressive
conditional
heteroskedasticity
models : an application to Moroccan stock markets
Belasri, Yassine
;
Ellaia, Rachid
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 384-396
Persistent link: https://www.econbiz.de/10011789279
Saved in:
4
Exploration of the foreign exchange forward premiums and the spot exchange return : a multivariate approach
Hamzaoui, Nessrine
;
Regaieg, Boutheina
- In:
International journal of economics and financial issues …
6
(
2016
)
2
,
pp. 694-702
Persistent link: https://www.econbiz.de/10011697286
Saved in:
5
Market interactions in gold and stock markets : evidences from Saudi Arabia
Afsal, E. M.
;
Haque, Mohammad Imdadul
- In:
International journal of economics and financial issues …
6
(
2016
)
3
,
pp. 1025-1034
Persistent link: https://www.econbiz.de/10011697567
Saved in:
6
The relationship between exchange rate and inflation : an empirical study of Turkey
Abdurehman, Abderezak Ali
;
Hacilar, Samet
- In:
International journal of economics and financial issues …
6
(
2016
)
4
,
pp. 1454-1459
Persistent link: https://www.econbiz.de/10011775167
Saved in:
7
A
generalized
autoregressive
conditional
heteroskedasticity
examination of the relationship between trading volume and conditional volatility in the Tunisian stock market : evidenc...
Belhaj, Fethi
;
Abaoub, Ezzeddine
- In:
International journal of economics and financial issues …
5
(
2015
)
2
,
pp. 354-364
Persistent link: https://www.econbiz.de/10011453520
Saved in:
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