Showing 81 - 100 results of 170 for search '"Garches"', query time: 0.04s Refine Results
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    A General Result on the Mean Integrated Squared Error of the Hard Thresholding Wavelet Estimator under α-Mixing Dependence by Christophe Chesneau

    Published 2014-01-01
    “…Applications are given for two types of inverse problems: the deconvolution density estimation and the density estimation in a GARCH-type model, both improve existing results in this dependent context. …”
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  14. 94

    SPECIFYING THE EFFECTIVE DETERMINANTS OF HOUSE PRICE VOLATILITIES IN IRAN by Murteza Sanjarani Pour, Parviz Nasir Khani, Gholamreza Zamanian, Kamran Barghandan

    Published 2013-11-01
    “…Hence, this study examines the effective determinants of house price volatilities using the Engel Granger cointegration technique after modeling the price volatilities under the E-Garch model for the period 1973-2008 in Iran based on Eviews and Mathematica Software. …”
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  15. 95

    SPECIFYING THE EFFECTIVE DETERMINANTS OF HOUSE PRICE VOLATILITIES IN IRAN by Murteza Sanjarani Pour, Parviz Nasir Khani, Gholamreza Zamanian, Kamran Barghandan

    Published 2013-11-01
    “…Hence, this study examines the effective determinants of house price volatilities using the Engel Granger cointegration technique after modeling the price volatilities under the E-Garch model for the period 1973-2008 in Iran based on Eviews and Mathematica Software. …”
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    Article
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    How Energy Sector Reacted to COVID-19 Pandemic? Empirical Evidence from an Emerging Market Economy by Daniel Ştefan Armeanu, Camelia Cătălina Joldeș, Ştefan Cristian Gherghina

    Published 2022-01-01
    “…To accomplish our goal, we used daily data for variables and market indices that characterize COVID-19 and the energy market from July 1 to December 21, 2021. The results of the GARCH (1, 1) model estimation show that the major performer in Romania’s energy allocation and supply market had the highest conditional variance. …”
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  19. 99

    Döviz Kuru Volatilitesinin Katılım Bankalarının Kredileri Üzerine Etkisi by Mercan Hatipoğlu

    Published 2021-11-01
    “…Bu amaç doğrultusunda, GARCH modeli kullanılarak ilk önce dolar kurunun volatilitesi (oynaklık serisi) elde edilmiş daha sonra ise, basit doğrusal regresyon modeli çerçevesinde, kredi büyüme oranları ile dolar kuru volatilitesi arasındaki ilişki analiz edilmiştir. …”
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  20. 100

    Efectividad de la intervención cambiaria en Guatemala by Carlos Eduardo Castillo Maldonado

    Published 2010-01-01
    “…La efectividad de las intervenciones cambiarias de compra y de venta de dólares del Banco de Guatemala se analiza en el contexto de un modelo ACT-GARCH. Con información diaria para el periodo 1996-2008, se concluye que solamente las intervenciones de compra produjeron una disminución de la volatilidad de largo plazo del tipo de cambio quetzal/dólar, pero que ambos tipos de intervención afectaron el quetzal. …”
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