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Symmetric and Asymmetric Volatility Clustering Via GARCH Family Models: An Evidence from Religion Dominant Countries
Khan, Muhammad Salman; Khan, Kanwal Iqbal; Mahmood, Shahid - In: Paradigms 13 (2019) 1, pp. 20-25
estimated the analytical competence of GARCH models and found that GJR-GARCH and EGARCH executed better results than GARCH (p, q …
Persistent link: https://www.econbiz.de/10012027052
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Analysis of the volatility of wind energy production in Romania applying the EGARCH model
Murărașu, Ioan-Cătălin - In: International Journal of Business and Economic Sciences … 16 (2023) 2, pp. 27-35
EGARCH model was applied with the help of EVIEWS 12 software on a data series updated at least every 10 hours (1405 entries …) regarding the evolution of wind energy production from January 2021 to January 2023. As a rule, the EGARCH model is used to …
Persistent link: https://www.econbiz.de/10014512625