Narrow search
Showing 1 - 10 of 29,832
Cover Image
Volatility modeling and dependence structure of ESG and conventional investments
Górka, Joanna; Kuziak, Katarzyna - In: Risks : open access journal 10 (2022) 1, pp. 1-25
financial investments has been debated in the literature. In this study, we compare the volatility of rates of return of …, it is important to model and quantify it. The conditional volatility models from the GARCH family and tail …
Persistent link: https://www.econbiz.de/10012805838
Cover Image
The predictive ability of several models of exchange rate volatility
West, Kenneth D.; Cho, Dongchul - 1994
Persistent link: https://www.econbiz.de/10000884768
Cover Image
The predictive ability of several models of exchange rate volatility
West, Kenneth D.; Cho, Dongchul - 1994 - Rev
Persistent link: https://www.econbiz.de/10000892226
Cover Image
Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben; Bollerslev, Tim - 1997
Persistent link: https://www.econbiz.de/10000627888
Cover Image
An investigation of long range dependence in intra-day foreign exchange rate volatility
Henry, Mark S.; Payne, Richard - 1997
Persistent link: https://www.econbiz.de/10000961212
Cover Image
Adaptive detection of multiple change-points in asset price volatility
Lavielle, Marc; Teyssière, Gilles - In: Long memory in economics : with 50 tables, (pp. 129-156). 2006
Persistent link: https://www.econbiz.de/10003375597
Cover Image
Wavelet analysis of nonlinear long-range dependent processes : applications to financial time series
Teyssière, Gilles; Abry, Patrice - In: Long memory in economics : with 50 tables, (pp. 173-238). 2006
Persistent link: https://www.econbiz.de/10003375645
Cover Image
Statistical inference in multifractal random walk models for financial time series
Sattarhoff, Cristina - 2011
Persistent link: https://www.econbiz.de/10008990625
Cover Image
The dynamics of multivariate financial returns : a non-stationary, nonparametric regression approach
Rauh, Ronald - 2013
Persistent link: https://www.econbiz.de/10010237139
Cover Image
Cross-country evidence on the relation between equity prices and the current account
Berg, Tim Oliver - 2009
This paper explores the relationship between equity prices and the current account for 17 industrialized countries in the period 1980 - 2007. Based on a panel vector autoregression, I compare the effects of equity price shocks to those originating from monetary policy and exchange rates. While...
Persistent link: https://www.econbiz.de/10010384487