Zobrazeno 1 - 10
of 338
pro vyhledávání: '"egarch model"'
Autor:
Ustalar, Sinem Atici, Şanlisoy, Selim
Publikováno v:
Sustainability Development through Green Economics
Autor:
David Umoru, Beauty Igbinovia
Publikováno v:
Romanian Economic Journal, Vol XXVII, Iss 89, Pp 43-77 (2024)
In this study, we evaluated the distribution of return on exchange rates of the currencies of G7 countries and also estimated the dynamic effect of Bitcoin transaction prices on currency return in the selected G7 countries. We transformed the daily t
Externí odkaz:
https://doaj.org/article/51c385052b9e420c88c0dae3079bb072
Publikováno v:
Stats, Vol 7, Iss 3, Pp 761-776 (2024)
The extent of correlation or co-movement among the returns of developed and emerging stock markets remains pivotal for efficiently diversifying global portfolios. This correlation is prone to variation over time as a consequence of escalating economi
Externí odkaz:
https://doaj.org/article/a03cd3721a99402880502d40a53f2498
Autor:
Kübra SAĞLAM, Mahmut KARĞIN
Publikováno v:
Yönetim ve Ekonomi, Vol 30, Iss 3, Pp 493-509 (2023)
With the financial integration in today’s conditions, we see that the world stock markets are affected by each other quickly. In particular, the stock markets of developed countries influence the stock markets of developing countries. This situat
Externí odkaz:
https://doaj.org/article/dc7cfa1f486a492e830e9732b174bedf
Autor:
Suleiman Ahmad Abubakar, Othman Mahmod, Daud Hanita, Abdullah Mohd Lazim, Kadir Evizal Abdul, Kane Ibrahim Lawal, Husin Abdullah
Publikováno v:
Real Estate Management and Valuation, Vol 31, Iss 3, Pp 20-31 (2023)
The presence of volatility in residential property market prices helps investors generate substantial profit while also causing fear among investors since high volatility implies a high return with a high risk. In a financial time series, volatility
Externí odkaz:
https://doaj.org/article/f1e4ef33448149d19707378f66e5a2a7
Publikováno v:
Shanghai Jiaotong Daxue xuebao, Vol 57, Iss 7, Pp 845-858 (2023)
Wind power generation has uncertainty due to the high fluctuation of wind speed. In traditional wind power prediction models, the uncertainty is measured by normal distribution with zero mean and constant variance. However, the variance may vary with
Externí odkaz:
https://doaj.org/article/ffbafd23eaba4d71a6cf27dbd7e34f86
Autor:
Muhammad Jamil, Hifsa Mobeen
Publikováno v:
Business Review, Vol 16, Iss 1, Pp 1-12 (2022)
This study examines the volatility transmission between the currency market and the stock market of Pakistan in the presence of structural breaks. For this purpose, daily data from the stock market and currency market is analyzed. An empirical inv
Externí odkaz:
https://doaj.org/article/c3a8a3a4188f44cab218d5782e31fd7d
Publikováno v:
Investment Management & Financial Innovations, Vol 19, Iss 4, Pp 160-170 (2022)
Until June 29, 2013, the trading days of the Saudi Stock Exchange (TADAWUL) were from Sunday to Wednesday. From June 29, 2013, TADAWUL changed trading days and started trading from Sunday to Thursday. This paper investigates whether this change has i
Externí odkaz:
https://doaj.org/article/e7e9e41097204464bbf35b46c362e48a
Akademický článek
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Publikováno v:
Regional Statistics / Regional Statistics - English Edition. 12(03):191-218
Externí odkaz:
https://www.ceeol.com/search/article-detail?id=1065969