Search Results - "GARCH"

Refine Results
  1. 1
    Empirical Analysis of GARCH models and their performance in pricing options in comparison to the Black Scholes Model

    Empirical Analysis of GARCH models and their performance in pricing options in comparison to the Black Scholes Model by Iyer, Meenu

    Published 2008
    Subjects: “…GARCH pricing model…”
    Get full text
  2. 2
    Vietnam stock market liberalisation's effect

    Vietnam stock market liberalisation's effect by Khuc, Minh Hieu

    Published 2008
    Subjects: Get full text
  3. 3
    MODELLING AND FORECASTING VOLATILITY BY GARCH-TYPE MODELS: THE CASE OF VIETNAM STOCK EXCHANGE

    MODELLING AND FORECASTING VOLATILITY BY GARCH-TYPE MODELS: THE CASE OF VIETNAM STOCK EXCHANGE by Mai, Thi Thanh Hien

    Published 2008
    Subjects: Get full text
  4. 4
    Forecasting the Impact of the Soon to be Traded Stock Index Futures on the Chinese Stock Market: Empirical Evidence from Japan and Taiwan

    Forecasting the Impact of the Soon to be Traded Stock Index Futures on the Chinese Stock Market: Empirical Evidence from Japan and Taiwan by Wang, Xuewen

    Published 2007
    Subjects: Get full text
  5. 5
    Forecasting Oil price and Volatility

    Forecasting Oil price and Volatility by Yu, Man Tao

    Published 2009
    Subjects: Get full text
  6. 6
    The relationship between bitcoin and the stock market: empirical evidence from the ASEAN countries

    The relationship between bitcoin and the stock market: empirical evidence from the ASEAN countries by Le, Ha Duong

    Published 2025
    Subjects: “…bitcoin; stock market; volatility; GARCH…”
    Get full text
  7. 7
    Modelling thresholds and volatility in US ecological patents

    Modelling thresholds and volatility in US ecological patents by Chan, Felix, Marinova, Dora, Mcaleer, M.

    Published 2005
    Subjects: Get full text
  8. 8
    Value-At-Risk: Effective and Accurate Risk Management of China's Stock Index

    Value-At-Risk: Effective and Accurate Risk Management of China's Stock Index by YU, Yang

    Published 2006
    Subjects: Get full text
  9. 9
    Can Chinese security companies use Value at Risk (VaR) to measure market risk they faced: an empirical study?

    Can Chinese security companies use Value at Risk (VaR) to measure market risk they faced: an empirical study? by Tan, Xiao

    Published 2006
    Subjects: Get full text
  10. 10
    GARCH dependence in extreme value models with Bayesian inference

    GARCH dependence in extreme value models with Bayesian inference by Zhao, X., Scarrott, C., Oxley, Leslie, Reale, M.

    Published 2011
    Subjects: “…GARCH…”
    Get full text
  11. 11
    Assessing the Performance of Parametric, Non-Parametric and Semi-Parametric Value-at-Risk Models Applied to the Chinese Stock Market

    Assessing the Performance of Parametric, Non-Parametric and Semi-Parametric Value-at-Risk Models Applied to the Chinese Stock Market by PENG, BO

    Published 2006
    Subjects: Get full text
  12. 12
    Estimating m-regimes STAR-GARCH model using QMLE with parameter transformation

    Estimating m-regimes STAR-GARCH model using QMLE with parameter transformation by Chan, Felix, Theoharakis, Billy

    Published 2011
    Subjects: Get full text
  13. 13
    Generalised Autoregressive Conditional Heteroscedasticity (Garch) Models For Stock Market Volatility

    Generalised Autoregressive Conditional Heteroscedasticity (Garch) Models For Stock Market Volatility by Choo, Wei Chong

    Published 1998
    Subjects: “…GARCH model - Evaluation…”
    Get full text
    Get full text
  14. 14
    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
    Subjects: “…GARCH…”
    Get full text
  15. 15
    Value-At-Risk: Effective and Accurate Risk Management of China's Stock Index

    Value-At-Risk: Effective and Accurate Risk Management of China's Stock Index by YU, Yang

    Published 2006
    Subjects: Get full text
  16. 16
    Time series properties of liquidation discount

    Time series properties of liquidation discount by Chan, Felix, Gould, John, Singh, Ranjodh, Yang, J.

    Published 2013
    Subjects: “…GARCH…”
    Get full text
    Get full text
  17. 17
    Forecasting value-at-risk using maximum entropy density

    Forecasting value-at-risk using maximum entropy density by Chan, Felix

    Published 2009
    Subjects: “…GARCH…”
    Get full text
  18. 18
    Testing intra-daily seasonality using Maximum Entropy Density

    Testing intra-daily seasonality using Maximum Entropy Density by Chan, F., Singh, Ranjodh

    Published 2013
    Subjects: Get full text
    Get full text
  19. 19
    Examining the impact of macroeconomic announcements on gold futures in a VAR-GARCH framework

    Examining the impact of macroeconomic announcements on gold futures in a VAR-GARCH framework by Smales, Lee, O'Grady, B., Yang, Y.

    Published 2015
    Subjects: “…VAR-GARCH…”
    Get full text
  20. 20
    Reaction to non-scheduled News During Financial Crisis: Australian Evidence

    Reaction to non-scheduled News During Financial Crisis: Australian Evidence by Smales, Lee

    Published 2014
    Subjects: Get full text

Search Tools: