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for many countries. However, estimating the underlying trend has proven to be difficult, given the persistence and … volatility of primary commodity prices-metals are no exception. Recent events have led experts to believe that trends have been …
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, it is important to model and quantify it. The conditional volatility models from the GARCH family and tail … financial investments has been debated in the literature. In this study, we compare the volatility of rates of return of …
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Predicting volatility is a must in the finance domain. Estimations of volatility, along with the central tendency … research is to analyze the influence of COVID-19 on the return and volatility of the stock market indices of the top 10 … countries based on GDP using a widely applied econometric model-generalized autoregressive conditional heteroscedasticity (GARCH …
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