10 results for ARCH model.

Parameters for your search query:
Keyword    ARCH model

Open AccessArticle
Export: RIS | BibTeX | EndNote
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: 5030Downloads: 3928
Open AccessArticle
Export: RIS | BibTeX | EndNote
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: 6857Downloads: 5256
Figure of 2
Open AccessArticle
Export: RIS | BibTeX | EndNote
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: 6881Downloads: 4953
Open AccessArticle
Export: RIS | BibTeX | EndNote
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: 11208Downloads: 8543
Open AccessArticle
Export: RIS | BibTeX | EndNote
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: 5896Downloads: 4398
Open AccessArticle
Export: RIS | BibTeX | EndNote
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: 3935Downloads: 2899
Open AccessArticle
Export: RIS | BibTeX | EndNote
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: 9568Downloads: 7247
Open AccessArticle
Export: RIS | BibTeX | EndNote
Test for Autoregressive Conditional Heteroscedasticity in Naira/US Dollar Exchange Rate in Nigeria
International Journal of Econometrics and Financial Management. 2016, 4(1), 11-16. DOI: 10.12691/ijefm-4-1-2
Pub. Date: February 24, 2016Views: 9082Downloads: 6732
Open AccessArticle
Export: RIS | BibTeX | EndNote
Stock Returns and Forecast: Case of Tunisia with ARCH Model
Journal of Finance and Economics. 2015, 3(3), 55-60. DOI: 10.12691/jfe-3-3-2
Pub. Date: July 21, 2015Views: 9718Downloads: 7174
Open AccessArticle
Export: RIS | BibTeX | EndNote
ARCH Model in Analysis Patterns of Rupiah Exchange Rates against US Dollar
Journal of Finance and Economics. 2020, 8(2), 61-68. DOI: 10.12691/jfe-8-2-3
Pub. Date: April 05, 2020Views: 1149Downloads: 841
Results: sort by Relevance

Filter by

Date

Published between:

and

Subjects



Journals





Article Types