Similar Search Results

Examining the impact of crude oil price on external reserves : evidence from Nigeria

Imarhiagbe, Samuel - In: International journal of economics and finance 7 (2015) 5, pp. 13-21

Persistent link: https://www.econbiz.de/10010528324

Impact of currency futures on volatility in exchange rate : a study of Indian currency market

Kumar, Ashish - In: Paradigm : the journal of Institute of Management Technology 19 (2015) 1, pp. 95-108

Persistent link: https://www.econbiz.de/10011761360

Do exchange rate volatility and public expenditures influence selected crop output in Nigeria?

Ali, Ayuba; Obekpa, Hephzibah Onyeje; Adejo, Moses Adejo - In: International journal of sustainable economies … 11 (2022) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10014290693

Messung des Marktrisikos mit generalisierter autoregressiver bedingter heteroskedastischer Modellierung der Volatilität: Ein Vergleich univariater und multivariater Konzepte

Krasnosselski, Nikolai; Cremers, Heinz; Sanddorf, Walter - 2014

GARCH models which capture volatility clustering and, therefore, are appropriate to analyse financial market data. Models …

Persistent link: https://www.econbiz.de/10010331352

Time series analysis : textbook for students of economics and business administration ; [part 2]

Strohe, Hans Gerhard - 2004

Persistent link: https://www.econbiz.de/10009449118

Exchange rate volatility in Nigeria: Consistency, persistency & severity analyses

Adeoye, Babatunde W.; Atanda, Akinwande A. - In: CBN Journal of Applied Statistics 02 (2011) 2, pp. 29-49

examined using the ADF and PP approach, the stationary process, and order of the incorporated series. The ARCH and GARCH models …

Persistent link: https://www.econbiz.de/10011482561

Modeling and forecasting exchange rate volatility in Bangladesh using GARCH models: a comparison based on normal and Student's t-error distribution

Abdullah, S. M.; Siddiqua, Salina; Siddiquee, Muhammad … - In: Financial Innovation 3 (2017) 18, pp. 1-19

(GARCH), asymmetric power ARCH (APARCH), exponential generalized autoregressive conditional heteroscedstic (EGARCH …-of-sample volatility forecasting, AR(2)-GARCH(1, 1) is considered the best. …

Persistent link: https://www.econbiz.de/10011808257

An introduction to univariate GARCH models

Teräsvirta, Timo - 2006

This paper contains a survey of univariate models of conditional heteroskedasticity. The classical ARCH model is … mentioned, and various extensions of the standard GARCH model are highlighted. This includes the Exponential GARCH model …

Persistent link: https://www.econbiz.de/10010281357

Messung und Prognose von Volatilitäten : am Beispiel des DAX-Index

Sautter, Jörg - 1996 - 1. Aufl

Persistent link: https://www.econbiz.de/10000589055

Long memory with Markov-Switching GARCH

Krämer, Walter (contributor) - 2008

Persistent link: https://www.econbiz.de/10003641700

1
2
3
4
5
6
7
8
9
10
Next
Last