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Dec 30 2022 |
Tucker S McElroy |
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Stationary parameterization of GARCH processes |
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Abstract Contact Information Citation Full Text - Note |
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Sep 30 2022 |
Yuta Kurose |
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Bayesian GARCH modeling for return and range |
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Abstract Contact Information Citation Full Text - Note |
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Nov 19 2017 |
Balaji Bathmanaban , Raja Sethu Durai S and Ramachandran M |
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The relationship between Output Uncertainty and Economic Growth-Evidence from India |
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Abstract Contact Information Citation Full Text - Note |
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Nov 19 2017 |
Simeon Ebechidi and Eleanya K. Nduka |
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Modeling the Impact of Oil Price Shocks on Energy Sector Stock Returns: Evidence from Nigeria |
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Abstract Contact Information Citation Full Text - Note |
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May 14 2017 |
Helton Saulo and Jeremias Leão |
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On log-symmetric duration models applied to high frequency financial data |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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May 17 2012 |
Yunmi Kim |
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Autoregressive conditional beta |
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Abstract Contact Information Citation Full Text - Note |
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Nov 14 2007 |
Yen-Hsien Lee , Tung-Yueh Pai and Chien-Liang Chiu |
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Abnormal Domestic Information Disseminate on Cross-listed Nikkei 225 Index Futures from Abroad? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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