23 results for garch.

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Keyword    garch

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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: 3234Downloads: 2558
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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: 5264Downloads: 4095
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A Wavelet-ARMA-GARCH Refinement Method to VaR Estimate for Foreign Exchange Market
International Journal of Business and Risk Management. 2018, 1(1), 28-36. DOI: 10.12691/ijbrm-1-1-4
Pub. Date: April 23, 2018Views: 5742Downloads: 4575
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Review on Wavelet Denoised Value at Risk and Application on Crude Oil Market
International Journal of Global Energy Markets and Finance. 2018, 1(1), 4-10. DOI: 10.12691/ijgefm-1-1-2
Pub. Date: April 23, 2018Views: 4521Downloads: 3457
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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: 5239Downloads: 3818
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Stocks, Bonds and Foreign Exchange Inter-linkages: A Market Micro-structure Perspective in Kenya
Journal of Finance and Economics. 2017, 5(6), 290-299. DOI: 10.12691/jfe-5-6-5
Pub. Date: December 08, 2017Views: 6637Downloads: 4808
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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: 9274Downloads: 7078
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Forecasting Financial Assets Volatility Using Integrated GARCH-Type Models: International Evidence
Journal of Finance and Economics. 2016, 4(2), 54-62. DOI: 10.12691/jfe-4-2-3
Pub. Date: April 21, 2016Views: 12460Downloads: 9348
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The Dynamic International Optimal Hedge Ratio
International Journal of Econometrics and Financial Management. 2014, 2(3), 82-94. DOI: 10.12691/ijefm-2-3-1
Pub. Date: June 16, 2014Views: 17184Downloads: 11325
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Models for Forecasting the Demand and Supply of Electricity in Nigeria
American Journal of Modeling and Optimization. 2014, 2(1), 25-33. DOI: 10.12691/ajmo-2-1-4
Pub. Date: March 17, 2014Views: 23731Downloads: 16183
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