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1
Bitcoin ve Ethereum Piyasasında Takvim Anomalilerinin İncelenmesi
Published 2024-04-01Subjects: Get full text
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2
Investigating Overreaction and Underreaction in Initial Public Offerings
Published 2024-07-01Subjects: “…Overreaction; Underreaction; Initial Public Offering; TGARCH…”
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3
Los rendimientos cambiarios latinoamericanos y la (a)simetría de los shocks informacionales: un análisis econométrico
Published 2012-11-01Subjects: Get full text
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4
MODELING ROMANIAN EXCHANGE RATE EVOLUTION WITH GARCH, TGARCH, GARCH- IN MEAN MODELS
Published 2011-07-01Subjects: “…exchange rate, GARCH, TGARCH, AIC, BIC.…”
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5
Conditional probability of jumps in oil prices
Published 2021-03-01Subjects: “…oil prices, tgarch with jumps, conditional probability…”
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6
Reference Price for the Mexican Crude Oil Mix Export Price: An Alternative Estimation for the Budget and Fiscal Responsibility Law
Published 2022-11-01Subjects: “…Oil prices, Copulas, VaR, TGARCH…”
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7
Dynamics of volatility behaviour and spillover from crude to energy crops: Empirical evidence from India
Published 2022-12-01Subjects: Get full text
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8
RESPON ASIMETRI DALAM SPILLOVER VOLATILITAS : SUATU STUDI EMPIRIS TERHADAP PASAR MODAL JEPANG DAN INDONESIA
Published 2017-02-01Subjects: Get full text
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9
Equity market volatility behavior in Sri Lankan context
Published 2016-09-01Subjects: “…Volatility, GARCH, EGARCH, TGARCH, CSE, Clustering, Leverage…”
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10
Modelling the volatility of Bitcoin returns using GARCH models
Published 2019-01-01Subjects: Get full text
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11
Day-of-the-week effect: Petroleum and petroleum products
Published 2023-12-01Subjects: Get full text
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12
Impact of Covid-19 pandemic on stock market returns volatility of Gulf Cooperation Council countries
Published 2021-10-01Subjects: Get full text
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13
World Gold Price Forecast using APARCH, EGARCH and TGARCH Model
Published 2020-05-01Subjects: “…return, volatilities, heteroscedasticity, asymmetric effect, aparch, egarch, tgarch.…”
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14
ARCH Models Efficiency Evaluation in Prediction and Poultry Price Process Formation
Published 2016-09-01Subjects: Get full text
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15
Modeling and prediction of time-series of monthly copper prices
Published 2019-06-01Subjects: Get full text
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16
A study on the asymmetry of the news aspect of the stock market: Evidence from three institutional investors in the Taiwan stock market
Published 2015-01-01Subjects: Get full text
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17
Exchange Rate Volatility and Oil Prices in South Africa
Published 2022-05-01Subjects: Get full text
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18
Financial Speculation Impact on Agricultural and Other Commodity Return Volatility: Implications for Sustainable Development and Food Security
Published 2022-11-01Subjects: Get full text
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19
Volatility and asymmetric analysis of Indian indices during Covid-19 pandemic period
Published 2022-03-01Subjects: Get full text
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20
Efecto apalancamiento en el mercado accionario colombiano
Published 2016-01-01Subjects: Get full text
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