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Estimating GARCH volatility in...
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21
Modelling and forecasting
volatility
for BSE and NSE stock index : linear vs. nonlinear approach
Shanthi, A.
;
Thamilselvan, R.
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
9
(
2019
)
4
,
pp. 363-380
Persistent link: https://www.econbiz.de/10012153148
Saved in:
22
Co-movements in
volatility
of dependency between US dollar and euro : analysing by conditional heteroscedasticity models
Jamel, Lamia
;
Mansour, Sihem
- In:
International journal of management & enterprise …
18
(
2019
)
1/2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012116976
Saved in:
23
Robust value-at-risk forecasting of Karachi Stock Exchange
Iqbal, Farhat
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
7
(
2017
)
2
,
pp. 130-146
Persistent link: https://www.econbiz.de/10011748632
Saved in:
24
Financial development and the
volatility
of growth : time series evidence for Mexico and United States
Cermeño, Rodolfo
;
Roa García, María José
;
González …
- In:
Monetaria : English edition
4
(
2016
)
2
,
pp. 195-232
Persistent link: https://www.econbiz.de/10011760389
Saved in:
25
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
Saved in:
26
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:
27
A time series analysis of major indexes using GARCH model with regime shifts
Hassan, S. Aun
- In:
International journal of financial research
8
(
2017
)
4
,
pp. 127-133
Persistent link: https://www.econbiz.de/10011782425
Saved in:
28
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:
29
Measuring
volatility
in the Indian commodity futures
Kirithiga, S.
;
Naresh, G.
;
Thiyagarajan, S.
- In:
International journal of bonds and derivatives
3
(
2017
)
3
,
pp. 253-274
Persistent link: https://www.econbiz.de/10011875999
Saved in:
30
Forecasting the daily time‐varying beta of European banks during the crisis period : comparison between GARCH models and the Kalman filter
Zhang, Yuanyuan
;
Choudhry, Taufiq
- In:
Journal of forecasting
36
(
2017
)
8
,
pp. 956-973
Persistent link: https://www.econbiz.de/10011860929
Saved in:
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