Zobrazeno 1 - 10
of 304
pro vyhledávání: '"MS-GARCH model"'
Publikováno v:
In Journal of Hydrology: Regional Studies June 2023 47
Publikováno v:
Journal of Hydrology: Regional Studies, Vol 47, Iss , Pp 101374- (2023)
Study region: Weihe River Basin of China Study focus: In recent decades, changing environments destroyed the natural structure of streamflow, making accurate streamflow prediction challenging. This study develops a multi-regime Markov-switching Gener
Externí odkaz:
https://doaj.org/article/3c33f8ab375f4ab1a9a05dfecf83d48f
Publikováno v:
In Resources Policy August 2023 85 Part B
Autor:
Shiferaw, Y.
The core objective of this paper is to examine the relationship between the prices of agricultural commodities with the oil price, gas price, coal price and exchange rate (USD/Rand). In addition, the paper tries to fit an appropriate model that best
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f8f50ac6935e3f2685e67efa7ebb41bb
Akademický článek
Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.
K zobrazení výsledku je třeba se přihlásit.
Publikováno v:
International Journal of Agricultural & Statistical Sciences; Jan2023, Vol. 19 Issue 1, p183-188, 6p
Autor:
Kakorina, Ekaterina
In the recent years the topic about pollution of environment is quite popular. Many countries organize the government policy taking into account environmentally friendly policy. Maybe because of big share of the world pollution the USA organized not
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::b60a3d17d2edb2418be4fec7438e846a
https://mpra.ub.uni-muenchen.de/56704/1/MPRA_paper_56704.pdf
https://mpra.ub.uni-muenchen.de/56704/1/MPRA_paper_56704.pdf
Raw materials commodity price index fluctuation analysis- Application of GARCH Model &MS-GARCH Model
Autor:
Yung-An Cheng, 陳泳安
98
This research analyzes the feature of commodities future index price. There are four kind of data be adopted in this research. To compare the difference return ratios between MRS-GARCH model and GARCH model we found that all results performed
This research analyzes the feature of commodities future index price. There are four kind of data be adopted in this research. To compare the difference return ratios between MRS-GARCH model and GARCH model we found that all results performed
Externí odkaz:
http://ndltd.ncl.edu.tw/handle/28828500268452509522
Autor:
Ghosh, Raktim1, Paul, Biswajit2, Bagchi, Bhaskar2 bagchi_bhaskar@yahoo.in, Ghosh, Priyajit Kumar3
Publikováno v:
Journal of Risk Analysis & Crisis Response (JRACR). 2023, Vol. 13 Issue 4, p273-287. 15p.
Publikováno v:
In International Review of Financial Analysis July 2021 76