//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Chu, Chu, L."
~source:"repec"
~subject:"GJR"
~subject:"stock markets"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"GARCH"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
GJR
stock markets
EGARCH
1
ENSO
1
GARCH
1
SOI
1
SOT
1
Volatility
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Language
All
Undetermined
1
Author
All
Chu, Chu, L.
McAleer, Michael
13
Chang, Chia-Lin
6
McAleer, M.J.
4
Abderraheem, Sadeq
3
Al-Zoubi, Haitham
3
Chang, C-L.
3
Chen, Chi-Chung
3
Chu, LanFen
3
Maghyereh, Aktham
3
Abbes, Mouna Boujelbène
2
Aslam, Muhammad
2
Belke, Ansgar
2
Gokus, Christian
2
Guesmi, Khaled
2
Pasha, G.R.
2
Qasim, Tahira
2
Saidi, Youssef
2
Abbes, Mouna Boujelbene
1
Abdalla, Abdelgader M.A.
1
Abdelhedi-Zouch, Mouna
1
Abid, Ilyes
1
Abou-Zaid, Ahmed S.
1
Al-Khouri, Ritab S.
1
Al-Zeaud, Hussein Ali
1
Ardia, David
1
Azar, Samih Antoine
1
Basmajian, Loucine
1
Bekiros, Stelios D.
1
Boujelbene, Younes
1
Boujelbène, Younes
1
Caporale, Guglielmo Maria
1
Chan, Felix
1
Chen, C-C.
1
Chen, Chen, C-C.
1
Chu, L.F.
1
Dajcman, Silvo
1
El Ghini, Ahmed
1
Fattoum, Salma
1
Fethi, Meryem Duygun
1
more ...
less ...
Institution
All
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
1
Published in...
All
Econometric Institute Research Papers
1
Source
All
RePEc
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
How Volatile is ENSO?
McAleer, Michael
;
Chu, Chu, L.
;
Chen, Chen, C-C.
-
Faculteit der Economische Wetenschappen, Erasmus …
-
2009
ARMA(1,1)-
GARCH
(1,1) and ARMA(3,2)-GJR(1,1) models are suitable for modelling ENSO volatility. Moreover, 1998 is a turning …
Persistent link: https://www.econbiz.de/10010837928
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->