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5 results for EGARCH.

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Stocks, Bonds and Foreign Exchange Inter-linkages: A Market Micro-structure Perspective in Kenya
by Caspah Lidiema and Irungu Macharia
Journal of Finance and Economics. 2017, 5(6), 290-299. DOI: 10.12691/jfe-5-6-5
Pub. Date: December 08, 2017Views: 14130Downloads: 12518
EGARCH volatility stocks bonds foreign exchange
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Analysis of Asymmetric and Persistence in Stock Return Volatility in the Nairobi Securities Exchange Market Phases
by Ogega Haggai Owidi and Freshia Mugo-Waweru
Journal of Finance and Economics. 2016, 4(3), 63-73. DOI: 10.12691/jfe-4-3-1
Pub. Date: May 21, 2016Views: 18085Downloads: 15457Citations: 2
asymmetry bear behavior bull FIEGARCH persistence volatility
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Damascus Securities Exchange Weighted Index volatilities and Terrorist attacks in Syria
by Lamia Jamel and Abdelkader Derbali
International Journal of Business and Risk Management. 2019, 2(1), 9-15. DOI: 10.12691/ijbrm-2-1-2
Pub. Date: October 03, 2019Views: 6813Downloads: 6816
DSE volatilities terrorist attacks GARCH EGARCH TGARCH
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Stochastic Models for Forecasting Inflation Rate: Empirical Evidence from Greece
by Chaido Dritsaki and Leonidas Petrakis
Journal of Finance and Economics. 2017, 5(3), 145-155. DOI: 10.12691/jfe-5-3-7
Pub. Date: June 12, 2017Views: 15152Downloads: 13599
inflation rate SARIMA-EGARCH model Box-Jenkins methodology forecasting Greece
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Modeling Volatility under Normal and Student-t Distributional Assumptions (A Case Study of the Kenyan Exchange Rates)
by Rotich Titus Kipkoech
American Journal of Applied Mathematics and Statistics. 2014, 2(4), 179-184. DOI: 10.12691/ajams-2-4-1
Pub. Date: June 19, 2014Views: 21190Downloads: 15902
EGARCH simulation exchange rates innovations
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