Narrow search
Showing 51 - 60 of 223,700
Cover Image
A note on the estimated GARCH coefficients from the S&P1500 universe
Bampinas, Georgios; Ladopoulos, Konstantinos; … - In: Applied economics 50 (2018) 34/35, pp. 3647-3653
Persistent link: https://www.econbiz.de/10012059386
Cover Image
Tourism, instability and regional interdependency : evidence from the Eastern-Mediterranean
Theocharous, Antonis L.; Zopiatis, Anastasios; … - In: Defence and peace economics 31 (2020) 3, pp. 245-268
Persistent link: https://www.econbiz.de/10012200660
Cover Image
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
Cover Image
An econometric estimation of gross margin volatility : a case of ox production in Namibia
Bach, H. J. Sartorius von; Kalundu, K. M. - In: Agrekon 59 (2020) 4, pp. 401-411
Persistent link: https://www.econbiz.de/10012423461
Cover Image
Capturing the stock market volatility : a study of sectoral indices in India using symmetric GARCH models
Khera, Aastha; Goyal, Anisha; Yadav, Miklesh Prasad - In: International journal of management practice : IJMP 15 (2022) 6, pp. 820-833
Persistent link: https://www.econbiz.de/10013415146
Cover Image
The influence of different financial market regimes on the dynamic estimation of GARCH volatility model parameters and volatility forecasting
Viljoen, Helena; Conradie, Willie J.; Britz, Monique-Mari - In: Journal for studies in economics and econometrics : SEE 46 (2022) 3, pp. 169-184
Persistent link: https://www.econbiz.de/10013482379
Cover Image
Nonparametric Estimation and Parametric Calibration of Time-Varying Coefficient Realized Volatility Models
Chen, Xiangjin Bruce - 2013
This paper introduces a new specification for the heterogeneous autoregressive (HAR) model for the realized volatility …
Persistent link: https://www.econbiz.de/10013076694
Cover Image
Specification Tests for Time-Varying Parameter Models with Stochastic Volatility
Chan, Joshua C. C. - 2015
is illustrated via two empirical applications. In the first application we test for time-variation in the volatility of …
Persistent link: https://www.econbiz.de/10013012326
Cover Image
Evolution of the exchange rate pass-throught into prices in Peru: an empirical application using TVP-VAR-SV models
Calero, Roberto; Rodriguez, Gabriel; Salcedo Cisneros, … - 2022 - Primera edición
Persistent link: https://www.econbiz.de/10013273080
Cover Image
Nonparametric estimation and parametric calibration of time-varying coefficient realized volatility models
Chen, Xiangjin B.; Gao, Jiti; Li, Degui; Silvapulle, … - 2013
Persistent link: https://www.econbiz.de/10010189526