Zobrazeno 1 - 10
of 66
pro vyhledávání: '"Generalized Autoregressive Conditional Heteroskedasticity (GARCH)"'
Publikováno v:
Jurnal Keuangan dan Perbankan, Vol 26, Iss 1, Pp 173-183 (2022)
Indonesia's economy has been in its worst period. At that time, economic growth was below zero percent. One of the reasons is the high volatility of exchange rates in 1997-1998 when the exchange rate regime was transferred from managed floating to fr
Externí odkaz:
https://doaj.org/article/a2a4b8a8255544db8d523f27aff5a8b5
Publikováno v:
IEEE Access, Vol 9, Pp 28429-28438 (2021)
When forecasting ship movements, the random errors of the inertial navigation system (INS) seriously affect the accuracy of general prediction methods. In actual measurement, the main causes of the random errors are electrostatic bias and micro-elect
Externí odkaz:
https://doaj.org/article/46149c3fb41d44f9afd13f8dc97986f0
Akademický článek
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Publikováno v:
IEEE Access, Vol 9, Pp 28429-28438 (2021)
When forecasting ship movements, the random errors of the inertial navigation system (INS) seriously affect the accuracy of general prediction methods. In actual measurement, the main causes of the random errors are electrostatic bias and micro-elect
Publikováno v:
Emerging Markets Finance & Trade, 2008 Jan 01. 44(1), 21-40.
Externí odkaz:
https://www.jstor.org/stable/27750585
Autor:
Almeida, Gonçalo Pereira de
The proposed work aims to study the influence of Bitcoin's volatility on the return of a set of currencies, defined by Ethereum (ETH), Cardano (ADA), Binance coin (BNB), and Ripple (XRP). To achieve the desired results, a univariate GARCH model was c
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______2292::b7334726df46caba6e637a518fbeffda
http://hdl.handle.net/10773/33751
http://hdl.handle.net/10773/33751
Autor:
Nelson, Daniel B.
Publikováno v:
Econometrica, 1991 Mar 01. 59(2), 347-370.
Externí odkaz:
https://www.jstor.org/stable/2938260
Autor:
Bollerslev, Tim, Engle, Robert F.
Publikováno v:
Econometrica, 1993 Jan 01. 61(1), 167-186.
Externí odkaz:
https://www.jstor.org/stable/2951782
Autor:
Aleksandra Łuczak, Małgorzata Just
Publikováno v:
Sustainability
Volume 12
Issue 6
Sustainability, Vol 12, Iss 6, p 2571 (2020)
Volume 12
Issue 6
Sustainability, Vol 12, Iss 6, p 2571 (2020)
The dynamic development of commodity derivatives markets has been observed since the mid-2000s. It is related to the development of e-commerce, the inflow of financial investors' capital, and the emergence of exchange-traded funds and passively manag
Akademický článek
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