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A computational account of investor behaviour in Chinese and US market

Zhao, Zeyan; Ahmad, Khurshid - In: International journal of economic behavior and … 3 (2015) 6, pp. 78-84

Persistent link: https://www.econbiz.de/10011506272

Some stylised facts about the exchange rate behaviour of Central European currencies

Vejmělek, Jan - In: Acta oeconomica Pragensia : vědecký časopis Vysoke … 24 (2016) 2, pp. 3-17

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A GARCH approach to model short-term interest rates : evidence from Spanish economy

Sánchez García, Javier; Cruz Rambaud, Salvador - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 1621-1632

Persistent link: https://www.econbiz.de/10013184367

Volatility and calendar anomaly through GARCH model : evidence from the selected G20 stock exchanges

Mishra, Shraddha - In: International journal of business and globalisation : IJBG 19 (2017) 1, pp. 126-144

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Improving the accuracy: volatility modeling and forecasting using high-frequency data and the variational component

Kumar, Manish - In: Journal of industrial engineering and management : JIEM 3 (2010) 1, pp. 199-220

In this study, we predict the daily volatility of the S&P CNX NIFTY market index of India using the basic "heterogeneous autoregressive" (HAR) and its variant. In doing so, we estimated several HAR and Log form of HAR models using different regressor. The different regressors were obtained by...

Persistent link: https://www.econbiz.de/10011899155