Guardado en:
| Autores principales: | Hossain, M.S., Baten, M.A., Mukta, F.B. |
|---|---|
| Formato: | Recurso digital |
| Lenguaje: | inglés |
| Publicado: |
Zenodo
2021
|
| Materias: | |
| Acceso en línea: | https://doi.org/10.5281/zenodo.16925231 |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares
Volatility dependence structure between the Mexican Stock Exchange and the World Capital Market
por: Francisco López Herrera
Publicado: (2015)
por: Francisco López Herrera
Publicado: (2015)
RESILIENCE OR VULNERABILITY? EPIDEMIC IMPACTS ON THE DHAKA STOCK EXCHANGE
por: Dr. Andreas, Michael von Stein
Publicado: (2025)
por: Dr. Andreas, Michael von Stein
Publicado: (2025)
GARCH MODEL INDENTIFICATION USING NEURAL NETWORK
por: André Machado Caldeira
Publicado: (2014)
por: André Machado Caldeira
Publicado: (2014)
A GARCH Tutorial with R
por: Marcelo Scherer Perlin
Publicado: (2021)
por: Marcelo Scherer Perlin
Publicado: (2021)
ANALYSIS OF CRUDE OIL PRICE VOLATILITY IN NIGERIA: A GARCH MODEL APPROACH
por: Nduka-Obi, Charity Ijeoma, et al.
Publicado: (2025)
por: Nduka-Obi, Charity Ijeoma, et al.
Publicado: (2025)
Examining mean-volatility spillovers across national stock markets
por: Vinodh Kesavaraj Natarajan
Publicado: (2014)
por: Vinodh Kesavaraj Natarajan
Publicado: (2014)
The Real Estate Investment Trusts Industry and the Financial Crisis: Modeling Volatility (1985-2016)
por: Roberto J. Santillán-Salgado
Publicado: (2019)
por: Roberto J. Santillán-Salgado
Publicado: (2019)
Assessing the Impact of the Realized Range on the (E)GARCH Volatility: Evidence from Brazil
por: Victor Bello Accioly
Publicado: (2016)
por: Victor Bello Accioly
Publicado: (2016)
Comparing models to forecast cargo volume at port terminals
por: M. R. Nieto
Publicado: (2021)
por: M. R. Nieto
Publicado: (2021)
Investigation on water quality in the Ashulia beel, Dhaka
por: Islam, M.S., et al.
Publicado: (2010)
por: Islam, M.S., et al.
Publicado: (2010)
Analyzing the COVID-19 Pandemic Volatility Spillover Influence on the Collaboration of Foreign and Indian Stock Markets
por: Runumi Das
Publicado: (2022)
por: Runumi Das
Publicado: (2022)
Socio-economic conditions of the pond owners of Demra, Dhaka
por: Quddus, M.A., et al.
Publicado: (2000)
por: Quddus, M.A., et al.
Publicado: (2000)
FORMULATION OF A DYNAMIC PORTFOLIO WITH STOCKS AND FIXED-INCOME INSTRUMENTS IN THE INDONESIAN CAPITAL MARKET
por: Robiyanto Robiyanto
Publicado: (2019)
por: Robiyanto Robiyanto
Publicado: (2019)
Time-Series Forecasting Model Evaluation of Transport Maintenance Depot Systems in South Africa,
por: Xulu, Nkosini, et al.
Publicado: (2003)
por: Xulu, Nkosini, et al.
Publicado: (2003)
The Impact of the 2008 Crisis on BM&FBovespa’s term Structure of Conditional Correlations
por: Mauro Mastella
Publicado: (2014)
por: Mauro Mastella
Publicado: (2014)
A new Forecasting combination system for predicting Volatility
por: Johanna M. Orozco
Publicado: (2013)
por: Johanna M. Orozco
Publicado: (2013)
Examining the Spillover Effect between the KSE100 and the S&P500 Indexes
por: Mudassar Hasan
Publicado: (2019)
por: Mudassar Hasan
Publicado: (2019)
The behavior of West Texas Intermediate crude-oil and refined products prices volatility before and after the 2008 financial crisis: an approach through analysis of futures contracts
por: Thaís C. Azevedo
Publicado: (2015)
por: Thaís C. Azevedo
Publicado: (2015)
Comparison of ARCH-GARCH and stochastic approaches for estimating volatility. Application to a small stock market
por: Abril, Juan Carlos, et al.
Publicado: (2025)
por: Abril, Juan Carlos, et al.
Publicado: (2025)
Construcción de una cartera de inversión usando modelos GARCH
por: Mauricio Gutiérrez Urzúa
Publicado: (2012)
por: Mauricio Gutiérrez Urzúa
Publicado: (2012)
A behavioral analysis of the volatility of interbank interest rates in developed and emerging countries
por: Nara Rossetti
Publicado: (2017)
por: Nara Rossetti
Publicado: (2017)
EXTREME EVENTS AND THE OIL MARKET: CONDITIONAL JUMP PROCESS
por: MAX C. RESENDE
Publicado: (2020)
por: MAX C. RESENDE
Publicado: (2020)
Intraday-patterns in the Colombian Exchange Market Index and VaR: Evaluation of Different Approaches
por: Julio César Alonso-Cifuentes
Publicado: (2012)
por: Julio César Alonso-Cifuentes
Publicado: (2012)
Fuzzy Gaussian GARCH and Fuzzy Gaussian EGARCH Models: Foreign Exchange Market Forecast
por: José Eduardo Medina Reyes
Publicado: (2023)
por: José Eduardo Medina Reyes
Publicado: (2023)
Volatility Contagion of Stock Returns of Microfinance Institutions in Emerging Markets: A DCC-M-GARCH Model
por: Roberto Alejandro Ramírez-Silva
Publicado: (2018)
por: Roberto Alejandro Ramírez-Silva
Publicado: (2018)
Modelling Stock Market Volatility in India: A GARCH Analysis of the Nifty 50 Index
por: Nidhi, Dhankhar, et al.
Publicado: (2026)
por: Nidhi, Dhankhar, et al.
Publicado: (2026)
Multivariate Models to Forecast Portfolio Value at Risk: from the Dot-Com crisis to the global financial crisis
por: Vítor Manue de Sousa Gabriel
Publicado: (2014)
por: Vítor Manue de Sousa Gabriel
Publicado: (2014)
Information Flow Between the Zimbabwe Stock Exchange and the Johannesburg Stock Exchange: A Transfer Entropy Approach
por: Kingstone Nyakurukwa
Publicado: (2021)
por: Kingstone Nyakurukwa
Publicado: (2021)
High-Precision Stock Market Forecasting with Hybrid CNN-LSTM and Four Nature-Inspired Metaheuristics
por: Ruby Beniwal, et al.
Publicado: (2025)
por: Ruby Beniwal, et al.
Publicado: (2025)
Empirical analysis on the real effects of inflation and exchange rate uncertainty: The case of Colombia
por: Isabel Cristina Ruiz
Publicado: (2005)
por: Isabel Cristina Ruiz
Publicado: (2005)
Forecasting Chinese Stock Market Volatility With Volatilities in Bond Markets
por: Likun Lei, et al.
Publicado: (2024)
por: Likun Lei, et al.
Publicado: (2024)
Sectoral Corporate Profits and Long‐Run Stock Return Volatility in the United States: A GARCH‐MIDAS Approach
por: Afees Salisu, et al.
Publicado: (2024)
por: Afees Salisu, et al.
Publicado: (2024)
Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor Versus National Factor in a GARCH‐MIDAS Model
por: Afees A. S alisu, et al.
Publicado: (2025)
por: Afees A. S alisu, et al.
Publicado: (2025)
Regularidades probabilísticas de las series financieras y la familia de modelos GARCH
por: Armando Sánchez Vargas
Publicado: (2006)
por: Armando Sánchez Vargas
Publicado: (2006)
Forecasting the Realized Volatility of Stock Markets: The Roles of Jumps and Asymmetric Spillovers
por: Abdel Razzaq Al Rababaa, et al.
Publicado: (2024)
por: Abdel Razzaq Al Rababaa, et al.
Publicado: (2024)
Market Reaction to the Issuance of Capital Instruments by Brazilian Banks
por: André Ricardo Moncaio Zanon
Publicado: (2020)
por: André Ricardo Moncaio Zanon
Publicado: (2020)
Forecasting Volatility of Australian Stock Market Applying WTC‐DCA‐Informer Framework
por: Hongjun Zeng, et al.
Publicado: (2025)
por: Hongjun Zeng, et al.
Publicado: (2025)
MODELOS ARCH, GARCH Y EGARCH: APLICACIONES A SERIES FINANCIERAS
por: Marta Casas Monsegny
Publicado: (2008)
por: Marta Casas Monsegny
Publicado: (2008)
ECUADORIAN FLOWER EXPORTS AND THEIR SEASONALITY: AN ECONOMETRIC ANALYSIS USING GARCH MODELING
por: Hólguer Rodrigo Altamirano Pérez
Publicado: (2025)
por: Hólguer Rodrigo Altamirano Pérez
Publicado: (2025)
The Information Content of Overnight Information for Volatility Forecasting: Evidence From China's Stock Market
por: Yi Zhang, et al.
Publicado: (2025)
por: Yi Zhang, et al.
Publicado: (2025)
Ejemplares similares
-
Volatility dependence structure between the Mexican Stock Exchange and the World Capital Market
por: Francisco López Herrera
Publicado: (2015) -
RESILIENCE OR VULNERABILITY? EPIDEMIC IMPACTS ON THE DHAKA STOCK EXCHANGE
por: Dr. Andreas, Michael von Stein
Publicado: (2025) -
GARCH MODEL INDENTIFICATION USING NEURAL NETWORK
por: André Machado Caldeira
Publicado: (2014) -
A GARCH Tutorial with R
por: Marcelo Scherer Perlin
Publicado: (2021) -
ANALYSIS OF CRUDE OIL PRICE VOLATILITY IN NIGERIA: A GARCH MODEL APPROACH
por: Nduka-Obi, Charity Ijeoma, et al.
Publicado: (2025)