7 results for GARCH model.

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Keyword    GARCH 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: 2368Downloads: 1889
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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: 4649Downloads: 3651
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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: 4616Downloads: 3389
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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: 8493Downloads: 6504
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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: 3695Downloads: 2813
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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: 1484Downloads: 1106
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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: 6679Downloads: 4997
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