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2 results for conditional heteroskedasticity.

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Keyword conditional heteroskedasticity

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Inflation and Stock Market Returns Volatility: Evidence from the Nigerian Stock Exchange 1995Q1-2016Q4: An E-GARCH Approach

by Joseph Tarza Sokpo, Paul Terhemba Iorember and Terzungwe Usar

International Journal of Econometrics and Financial Management. 2017, 5(2), 69-76. DOI: 10.12691/ijefm-5-2-6
Pub. Date: November 10, 2017Views: 11904 Downloads: 9066Like: 3

inflation stock market returns Exponential Generalized Autoregressive Conditional Heteroskedasticity (E-GARCH)

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Does Anyone Need a GARCH(1,1)?

by Erhard Reschenhofer

Journal of Finance and Accounting. 2013, 1(2), 48-53. DOI: 10.12691/jfa-1-2-2
Pub. Date: June 27, 2013Views: 23584 Downloads: 17204Like: 36

conditional heteroskedasticity volatility weighted medians intraday range Brownian motion

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