Showing 1 - 20 results of 27 for search '"TGARCH"', query time: 0.19s Refine Results
  1. 1
  2. 2

    Investigating Overreaction and Underreaction in Initial Public Offerings by Samuel Tabot Enow

    Published 2024-07-01
    Subjects: “…Overreaction; Underreaction; Initial Public Offering; TGARCH…”
    Get full text
    Article
  3. 3
  4. 4

    MODELING ROMANIAN EXCHANGE RATE EVOLUTION WITH GARCH, TGARCH, GARCH- IN MEAN MODELS by Cociuba Mihail Ioan, Trenca Ioan

    Published 2011-07-01
    Subjects: “…exchange rate, GARCH, TGARCH, AIC, BIC.…”
    Get full text
    Article
  5. 5

    Conditional probability of jumps in oil prices by Arturo Lorenzo-Valdés

    Published 2021-03-01
    Subjects: “…oil prices, tgarch with jumps, conditional probability…”
    Get full text
    Article
  6. 6
  7. 7
  8. 8
  9. 9

    Equity market volatility behavior in Sri Lankan context by P. S. Morawakage, P. D. Nimal

    Published 2016-09-01
    Subjects: “…Volatility, GARCH, EGARCH, TGARCH, CSE, Clustering, Leverage…”
    Get full text
    Article
  10. 10
  11. 11
  12. 12
  13. 13

    World Gold Price Forecast using APARCH, EGARCH and TGARCH Model by Yanne Irene, Madona Yunita Wijaya, Aisyah Muhayani

    Published 2020-05-01
    Subjects: “…return, volatilities, heteroscedasticity, asymmetric effect, aparch, egarch, tgarch.…”
    Get full text
    Article
  14. 14
  15. 15
  16. 16
  17. 17
  18. 18
  19. 19
  20. 20