13 results for ARCH model.

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Keyword    ARCH model

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Modelling Change Point in GARCH Models
American Journal of Applied Mathematics and Statistics. 2019, 7(4), 138-145. DOI: 10.12691/ajams-7-4-3
Pub. Date: June 24, 2019Views: 9138Downloads: 9192
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Parametric Value-at-Risk Analysis: Evidence from Islamic and Conventional Stock Market
International Journal of Business and Risk Management. 2018, 1(1), 37-54. DOI: 10.12691/ijbrm-1-1-5
Pub. Date: June 05, 2018Views: 9847Downloads: 9317
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Structural Breaks and Stock Market Volatility in Emerging Countries
International Journal of Business and Risk Management. 2018, 1(1), 9-16. DOI: 10.12691/ijbrm-1-1-2
Pub. Date: April 14, 2018Views: 9552Downloads: 8548
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Modelling Co-movement of Different Sectors in Dhaka Stock Exchange (DSE) Using Asymmetric BVAR-GARCH Models
Journal of Finance and Economics. 2017, 5(3), 105-117. DOI: 10.12691/jfe-5-3-3
Pub. Date: April 19, 2017Views: 15689Downloads: 13972
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Overconfidence Behavior and Disposition Effect of Investors in Taiwan Stock Market: Another Features to Visit
Journal of Finance and Economics. 2021, 9(5), 170-183. DOI: 10.12691/jfe-9-5-2
Pub. Date: August 09, 2021Views: 950Downloads: 1772
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Modelling the Effects of Trading Volume on Stock Return Volatility Using Conditional Heteroskedastic Models
Journal of Finance and Economics. 2018, 6(5), 193-200. DOI: 10.12691/jfe-6-5-5
Pub. Date: September 09, 2018Views: 9183Downloads: 8520
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On Evaluating the Volatility of Nigerian Gross Domestic Product Using Smooth Transition Autoregressive-GARCH (STAR - GARCH) Models
American Journal of Applied Mathematics and Statistics. 2021, 9(3), 102-106. DOI: 10.12691/ajams-9-3-4
Pub. Date: October 11, 2021Views: 762Downloads: 1407
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Does the Pandemic have Greater Impact on World’s Stock Markets?
Journal of Finance and Economics. 2021, 9(3), 152-160. DOI: 10.12691/jfe-9-3-6
Pub. Date: June 27, 2021Views: 912Downloads: 1529
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The Relationship between Trading Volume, Volatility and Stock Market Returns: During a Pre- and Post Revolution on Tunisian Stock Exchange
International Journal of Global Energy Markets and Finance. 2019, 2(1), 1-5. DOI: 10.12691/ijgefm-2-1-1
Pub. Date: April 26, 2019Views: 6579Downloads: 6494
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Stochastic Models for Forecasting Inflation Rate: Empirical Evidence from Greece
Journal of Finance and Economics. 2017, 5(3), 145-155. DOI: 10.12691/jfe-5-3-7
Pub. Date: June 12, 2017Views: 14049Downloads: 12584
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