Long-term volatility forecasting of Brazilian stock index behavior using suitable GARCH family models
GARCH (Generalize Autoregressive Conditional Heteroscedasticity) family models, notably
the GARCH (1, 1), GJR-GARCH, EGARCH, M GARCH, and TGARCH models,(Chang …
the GARCH (1, 1), GJR-GARCH, EGARCH, M GARCH, and TGARCH models,(Chang …
Estimating volatility patterns using GARCH models: A case study on Swedish stock market
The main aim of this research paper is to estimate volatility patterns using GARCH models
based on a case study on Swedish stock market. The selected time period covers the long …
based on a case study on Swedish stock market. The selected time period covers the long …
Investigating volatility patterns for a cluster of developed stock markets including Austria, France, Germany and Spain by using GARCH models
The main aim of this research article is to investigate the volatility patterns for a cluster of
stock markets including Austria, France, Germany and Spain by using GARCH models. All …
stock markets including Austria, France, Germany and Spain by using GARCH models. All …
[PDF][PDF] MEASURING ASYMMETRIC VOLATILITY OF UK, FRANCE, AND GERMAN STOCK MARKETS.
The recent global pandemic impacted stock markets worldwide, including developed and
emerging markets. This paper investigates changes in volatility from a sample of daily …
emerging markets. This paper investigates changes in volatility from a sample of daily …
Longitudinal Volatility Analysis of OMX Tallinn Index in the case of the emerging stock market of Estonia using PARCH Model.
The purpose of the empirical research study is to analyze the volatility of OMX Tallinn Index
in Estonia from 2002 to 2022 in three major period phases ie 2002-2008, 2009-2015 and …
in Estonia from 2002 to 2022 in three major period phases ie 2002-2008, 2009-2015 and …
Abstracting Volatility Dynamics of South Korean Stock Market: A case study
The main aim of this research paper is to investigate the volatility dynamics of South Korean
stock market. The sample data covers the long time period from December 1996 to …
stock market. The sample data covers the long time period from December 1996 to …
[PDF][PDF] Estimating Fluctuating Volatility Using Advanced Garch Models: Evidence from Denmark Stock Exchange
In the stock market, volatility is a term used to describe the degree to which the prices of
assets oscillate and determines the level of risk or uncertainty. The foremost objective of the …
assets oscillate and determines the level of risk or uncertainty. The foremost objective of the …
[PDF][PDF] Testing Volatility Changes Using Garch Models In The Case Of Netherlands Stock Market
This study examines changes in volatility clusters and volatility patterns using GARCH class
models in the Netherlands stock market in the context of the COVID-19 pandemic and global …
models in the Netherlands stock market in the context of the COVID-19 pandemic and global …
[PDF][PDF] PREDICTIVE POWER OF ASYMMETRIC GARCH MODELS IN VOLATILITY ESTIMATION: A CASE STUDY FOR SWITZERLAND STOCK EXCHANGE.
IN THE STOCK MARKET, VOLATILITY IS A TERM USED TO DESCRIBE THE DEGREE TO
WHICH THE PRICES OF ASSETS FLUCTUATE AND DETERMINES THE DEGREE OF …
WHICH THE PRICES OF ASSETS FLUCTUATE AND DETERMINES THE DEGREE OF …
[PDF][PDF] Analyzing The Behavior Of The European Developed Stock Market From France During The Period That Covers The Covid-19 Pandemic And The War …
F Ion, SM Laurentiu, NC Roxana-Mihaela… - Annals-Economy …, 2024 - utgjiu.ro
The main aim of this research study is to examine the behavior of the European developed
stock market from France during the period that covers the COVID-19 pandemic and the war …
stock market from France during the period that covers the COVID-19 pandemic and the war …