Showing 1 - 14 results of 14 for search '"garch"', query time: 0.03s Refine Results
  1. 1
    THE IMPACT OF EXCHANGE RATE VOLATILITY AND INFLATION ON THE NIGERIAN ECONOMY

    THE IMPACT OF EXCHANGE RATE VOLATILITY AND INFLATION ON THE NIGERIAN ECONOMY by Olabode Eric Olabisi, Kemi Funlayo AKEJU

    Published 2024-06-01
    Subjects:
    Get full text
    Article
    Save to List
    Saved in:
  2. 2
    Regularidades probabilísticas de las series financieras y la familia de modelos GARCH

    Regularidades probabilísticas de las series financieras y la familia de modelos GARCH by Armando Sánchez Vargas, Orlando Reyes Martínez

    Published 2006-01-01
    Subjects: “…modelos garch…”
    Get full text
    Article
    Save to List
    Saved in:
  3. 3
    Valor em Risco (VaR) utilizando modelos de previsão de volatilidade: EWMA, GARCH e Volatilidade Estocástica

    Valor em Risco (VaR) utilizando modelos de previsão de volatilidade: EWMA, GARCH e Volatilidade Estocástica by Fernando Caio Galdi, Leonel Molero Pereira

    Published 2007-01-01
    Subjects:
    Get full text
    Article
    Save to List
    Saved in:
  4. 4
    INFLACIÓN E INCERTIDUMBRE INFLACIONARIA EN BOLIVIA

    INFLACIÓN E INCERTIDUMBRE INFLACIONARIA EN BOLIVIA by Antonio N. Bojanic

    Published 2013-01-01
    Subjects:
    Get full text
    Article
    Save to List
    Saved in:
  5. 5
    Rendimientos del mercado accionario y depreciaciones cambiarias en México: 1988-2007

    Rendimientos del mercado accionario y depreciaciones cambiarias en México: 1988-2007 by Domingo Rodríguez Benavides, Arturo Morales Castro

    Published 2008-01-01
    Subjects:
    Get full text
    Article
    Save to List
    Saved in:
  6. 6
    DO THE NEWS AFFECT THE EUR/ALL EXCHANGE RATE VOLATILITY?

    DO THE NEWS AFFECT THE EUR/ALL EXCHANGE RATE VOLATILITY? by Gentjan ÇERA, Eda DOKLE, Edmond ÇERA

    Published 2015-05-01
    Subjects:
    Get full text
    Article
    Save to List
    Saved in:
  7. 7
    DO THE NEWS AFFECT THE EUR/ALL EXCHANGE RATE VOLATILITY?

    DO THE NEWS AFFECT THE EUR/ALL EXCHANGE RATE VOLATILITY? by Gentjan ÇERA, Eda DOKLE, Edmond ÇERA

    Published 2015-05-01
    Subjects:
    Get full text
    Article
    Save to List
    Saved in:
  8. 8
    Assessing the Impact of the Realized Range on the (E)GARCH Volatility: Evidence from Brazil

    Assessing the Impact of the Realized Range on the (E)GARCH Volatility: Evidence from Brazil by Victor Bello Accioly, Beatriz Vaz de Melo Mendes

    Published 2016-01-01
    Subjects: “…garch and egarch models…”
    Get full text
    Article
    Save to List
    Saved in:
  9. 9
    Volatilidad en los precios de los cereales básicos y su impacto en la seguridad alimentaria. México, 1995-2018

    Volatilidad en los precios de los cereales básicos y su impacto en la seguridad alimentaria. México, 1995-2018 by María Del Rosario Granados Sánchez, Javier Galán Figueroa, Juan Antonio Leos Rodríguez

    Published 2020-01-01
    Subjects:
    Get full text
    Article
    Save to List
    Saved in:
  10. 10
    Climate variability, population growth, and globalization impacting food security in Pakistan

    Climate variability, population growth, and globalization impacting food security in Pakistan by Sohail Abbas, Ahtisham Haider, Shazia Kousar, Heli Lu, Siqi Lu, Fang Liu, Huan Li, Changhong Miao, Wanfu Feng, Muhammad Irfan Ahamad, Muhammad Sajid Mehmood, Rana Muhammad Zulqarnain

    Published 2025-02-01
    Subjects:
    Get full text
    Article
    Save to List
    Saved in:
  11. 11
    LA CÓPULA GED BIVARIADA. Una aplicación en entornos de crisis

    LA CÓPULA GED BIVARIADA. Una aplicación en entornos de crisis by Alfonso Mendoza Velázquez, Evalds Galvanovskis

    Published 2014-01-01
    Subjects:
    Get full text
    Article
    Save to List
    Saved in:
  12. 12
    A Relação Empírica entre Dividendos, Volatilidade de Retornos e Volume de Negócios no Mercado de Ações Brasileiro

    A Relação Empírica entre Dividendos, Volatilidade de Retornos e Volume de Negócios no Mercado de Ações Brasileiro by Otávio Ribeiro de Medeiros, Bernardus Ferdinandus Nazar Van Doornik

    Published 2008-01-01
    Subjects:
    Get full text
    Article
    Save to List
    Saved in:
  13. 13
    Examining the Leverage Effect, Dynamic Conditional Correlation, and Volatility Spillover Among Selected Indices of the Tehran Stock Exchange: Evidence from the ARMA-DCC-GJR-GARCH Model

    Examining the Leverage Effect, Dynamic Conditional Correlation, and Volatility Spillover Among Selected Indices of the Tehran Stock Exchange: Evidence from the ARMA-DCC-GJR-GARCH M... by Gholamhosein Golarzi, Seyed Ramin Abolfazli

    Published 2024-03-01
    Subjects:
    Get full text
    Article
    Save to List
    Saved in:
  14. 14
    Efectos de saltos inesperados en el gasto público y variables demográficas en el crecimiento económico. El caso mexicano con un enfoque GARCH con saltos (1936-2012)

    Efectos de saltos inesperados en el gasto público y variables demográficas en el crecimiento económico. El caso mexicano con un enfoque GARCH con saltos (1936-2012) by Claudia Estrella Castillo-Ramírez, Francisco Venegas-Martínez, Francisco López-Herrera

    Published 2016-01-01
    Subjects:
    Get full text
    Article
    Save to List
    Saved in:

Search Tools: