6 results for GARCH models.

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Keyword    GARCH models

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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: 8439Downloads: 8382
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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: 9304Downloads: 8652
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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: 9084Downloads: 7963
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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: 15003Downloads: 13185
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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: 8692Downloads: 7923
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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: 675Downloads: 1158
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