Exploring Asymmetric GARCH Models for Predicting Indian Base Metal Price Volatility
| Autor: | Kumar Arya, Sahoo Jyotirmayee, Sahoo Jyotsnarani, Nanda Subhashree, Debyani Devi |
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| Jazyk: | angličtina |
| Rok vydání: | 2024 |
| Předmět: | |
| Zdroj: | Folia Oeconomica Stetinensia, Vol 24, Iss 1, Pp 105-123 (2024) |
| Druh dokumentu: | article |
| ISSN: | 1898-0198 2024-0007 |
| DOI: | 10.2478/foli-2024-0007 |
| Popis: | Many studies have been done in the field of predicting the Volatility of Commodities; however, very little or no analysis has been conducted on any sector, industry, or indices to identify which model is best to understand the asset’s characteristics, as there is a hypothesis that all financial time series can be interpreted by implementing the same model. |
| Databáze: | Directory of Open Access Journals |
| Externí odkaz: |
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