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11
Long range dependence in an emerging stock market's sectors :
volatility
modelling and VaR forecasting
Abuzayed, Bana
;
Al-Fayoumi, Nedal
;
Charfeddine, Lanouar
- In:
Applied economics
50
(
2018
)
23
,
pp. 2569-2599
Persistent link: https://www.econbiz.de/10011850296
Saved in:
12
Modelling the
volatility
of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model
Nasr, Adnen Ben
;
Ajmi, Ahdi Noomen
;
Gupta, Rangan
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 993-1004
Persistent link: https://www.econbiz.de/10010415355
Saved in:
13
An application of a random level shifts model to the
volatility
of Peruvian stock and exchange rate returns
Ojeda Cunya, Junior Alex
;
Rodriguez, Gabriel
- In:
Macroeconomics and finance in emerging market economies
9
(
2016
)
1/3
,
pp. 34-55
Persistent link: https://www.econbiz.de/10011583531
Saved in:
14
Volatility
spillover in foreign exchange markets
Rajhans, Rajni Kant
;
Jain, Anuradha
- In:
Paradigm : the journal of Institute of Management Technology
19
(
2015
)
2
,
pp. 137-151
Persistent link: https://www.econbiz.de/10011761392
Saved in:
15
Modelling exchange rate
volatility
with random level shifts
Li, Ye
;
Perron, Pierre
;
Xu, Jiawen
- In:
Applied economics
49
(
2017
)
26
,
pp. 2579-2589
Persistent link: https://www.econbiz.de/10011819611
Saved in:
16
Conditional heteroskedasticity in the
volatility
of asset returns
Ding, Yashuang
-
2021
Persistent link: https://www.econbiz.de/10013262866
Saved in:
17
Exchange rate influences on stock market returns and
volatility
dynamics : empirical evidence from the Australian stock market
Karunanayake, Indika
- In:
Review of applied economics
10
(
2014
)
1/2
,
pp. 83-97
Persistent link: https://www.econbiz.de/10010506487
Saved in:
18
Modeling
volatility
in the Gambian exchange rates : an ARMA-GARCH approach
Marreh, Sambujang
;
Olubusoye, Olusanya E.
;
Kihoro, John M.
- In:
International journal of economics and finance
6
(
2014
)
10
,
pp. 118-128
Persistent link: https://www.econbiz.de/10010422149
Saved in:
19
Exchange rate influences on stock market returns and
volatility
dynamics : empirical evidence from the Australian stock market
Karunanayake, Indika
- In:
Journal of international economic review
9
(
2016
)
2
,
pp. 225-239
Persistent link: https://www.econbiz.de/10011673059
Saved in:
20
Modeling Latin-American stock and Forex markets
volatility
: empirical application of a model with random level shifts and genuine long memory
Rodriguez, Gabriel
-
2016
Persistent link: https://www.econbiz.de/10011538608
Saved in:
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