[PDF][PDF] Limitation of ARIMA models in financial and monetary economics.
AC Petrică, S Stancu, A Tindeche - Theoretical & Applied Economics, 2016 - ebsco.ectap.ro
Abandoning the classical econometric modeling approach which consists in using
explanatory variables (suggested by economic theory for prediction), we choose instead to …
explanatory variables (suggested by economic theory for prediction), we choose instead to …
Empirical Results of Modeling EUR/RON Exchange Rate using ARCH, GARCH, EGARCH, TARCH and PARCH models.
AC PETRICĂ, S Stancu - Romanian Statistical Review, 2017 - search.ebscohost.com
The aim of this study consists in examining the changes in the volatility of daily returns of
EUR/RON exchange rate using on the one hand symmetric GARCH models (ARCH and …
EUR/RON exchange rate using on the one hand symmetric GARCH models (ARCH and …
比特加密貨幣指數之間的波動度外溢效果的實證研究
L Ramadani - 政治大學國際經營管理英語碩士學位學程(IMBA) 學位 …, 2022 - airitilibrary.com
The research analyses the volatility spillovers of the S&P Bitcoin and the S&P Ethereum
Indexes as a hot research topic nowadays. This market is growing, thus it is important for …
Indexes as a hot research topic nowadays. This market is growing, thus it is important for …
Euro/TL kuruna ilişkin piyasa riskinin ölçülmesi: Riske maruz değer (VaR) yöntemi ile bir uygulama
Riske Maruz Değer (Value at Risk, VaR) yöntemi, piyasa riskinin ölçülmesinde yaygın olarak
kullanılan bir yöntemdir. VaR, bir varlığın ya da portföyün değerinde belli bir dönemde, belli …
kullanılan bir yöntemdir. VaR, bir varlığın ya da portföyün değerinde belli bir dönemde, belli …
[PDF][PDF] The exchange rate volatility in the Central and Eastern European Countries.
BA DUMITRESCU, SM ROŞCA - Theoretical & Applied Economics, 2015 - ebsco.ectap.ro
The present research aims to model the volatility of the currencies from Romania, the Czech
Republic, Hungary and Poland in the period 2005-2014, by identifying a robust econometric …
Republic, Hungary and Poland in the period 2005-2014, by identifying a robust econometric …