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6 results for EGARCH.

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Keyword    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: 17900Downloads: 16533
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: 21504Downloads: 19221Citations: 2
asymmetry bear behavior bull FIEGARCH persistence volatility
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A Comparative Study of Volatility of Consumer Price Index and Exchange Rate of Ghana Using GARCH Models
by Mary Ann Yeboah, David Benteh, Francis Yao Anyan, Philip Nyarko Kwakye, Kofi Mensah and Sulemana Mahawiya
American Journal of Applied Mathematics and Statistics. 2023, 11(4), 100-107. DOI: 10.12691/ajams-11-4-1
Pub. Date: December 06, 2023Views: 1778Downloads: 2098
CPI exchange rate volatility GARCH EGARCH
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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: 9722Downloads: 9831
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: 19106Downloads: 17939
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: 24909Downloads: 19857
EGARCH simulation exchange rates innovations
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