Zobrazeno 1 - 6
of 6
pro vyhledávání: '"Mircea Laurentiu Simion"'
Autor:
Shreevastava Aman, Raza Shahil, Bharat Kumar Meher, Ramona Birau, Anand Abhishek, Mircea Laurentiu Simion, Nadia Tudora Cirjan
Publikováno v:
Annals of Dunarea de Jos University. Fascicle I : Economics and Applied Informatics, Vol 30, Iss 2, Pp 41-52 (2024)
The study was conducted on BUX Index volatility for the post-2008 (from 2011) global financial crisis period using advanced GARCH models (GARCH, TGARCH, EGARCH, IGARCH, PARCH, APARCH). Based on parameters and test results appropriate model was chosen
Externí odkaz:
https://doaj.org/article/8662314f35854d9494015f2014624c3e
Publikováno v:
Annals of Dunarea de Jos University. Fascicle I : Economics and Applied Informatics, Vol 29, Iss 3, Pp 39-45 (2023)
The act of modeling and forecasting stock market volatility has become essential to risk management practice; it has become one of the most prevalent subjects in financial econometrics and has been mainly and continuously used in the valuation of fin
Externí odkaz:
https://doaj.org/article/1b3ae0343e334864b701daa7ccea8106
Publikováno v:
Annals of Dunarea de Jos University. Fascicle I : Economics and Applied Informatics, Vol 29, Iss 2, Pp 61-68 (2023)
High frequency data is a recent entrant to the world of statistics as they relate to the markets. This study measures the volatility of S& P / Toronto index by utilizing the GARCH family models (EGARCH, TGARCH, MGARCH and PGARCH models) using a daily
Externí odkaz:
https://doaj.org/article/134aae559a974f878827e20d733207e7
Publikováno v:
Annals of Dunarea de Jos University. Fascicle I : Economics and Applied Informatics, Vol 29, Iss 1, Pp 12-25 (2023)
The role of youth in investment is huge when we compare that to the old generation and their perceived attitudes about cryptocurrency investment is getting increased these days in India. This study's primary goal was to assess people's attitudes amon
Externí odkaz:
https://doaj.org/article/6e42f74bad0e4979855d646af9d241eb
Publikováno v:
Annals of Dunarea de Jos University. Fascicle I : Economics and Applied Informatics, Vol 29, Iss 1, Pp 5-11 (2023)
The main aim of this research paper is to conduct a comparative empirical study on the behavior of the stock markets in Italy and Poland. In this sense, it is examined the presence of volatility patterns using GARCH family models for the sample perio
Externí odkaz:
https://doaj.org/article/6086393963e2424da10fb7c78fd837bc
Publikováno v:
Analele Universităţii Constantin Brâncuşi din Târgu Jiu : Seria Economie, Iss 6, Pp 70-76 (2022)
The major objective of this research article is to examine the long time behavior of the developed stock market in Germany. The empirical framework includes statistical tools and econometric techniques while considering the selected time period fro
Externí odkaz:
https://doaj.org/article/842862fa8aa34f379cd3881d4d75db5e