Search Results - "EGARCH"

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  1. 1
    Modeling and forecasting volatility of index return: an empirical evidence of FTSE 100 Index

    Modeling and forecasting volatility of index return: an empirical evidence of FTSE 100 Index by ZHU, Lin

    Published 2013
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  2. 2
    Volatility Forecasting in Bull and Bear Markets: Evidence from the US stock market

    Volatility Forecasting in Bull and Bear Markets: Evidence from the US stock market by Sideris, Epameinondas

    Published 2016
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  3. 3
    The Impact of Oil Price Movements on Exchange Rate Changes: Evidence from Caspian Sea Countries (GARCH and EGARCH Approaches)

    The Impact of Oil Price Movements on Exchange Rate Changes: Evidence from Caspian Sea Countries (GARCH and EGARCH Approaches) by Huseynov, Sanan

    Published 2017
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  4. 4
    The international effect of economic crises on the volatility of futures prices and the volatility of underlying spot prices of stock indexes and commodities

    The international effect of economic crises on the volatility of futures prices and the volatility of underlying spot prices of stock indexes and commodities by Tham, Lucas Yew Jun

    Published 2022
    Subjects: Get full text

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