A STUDY ON TAIWAN’S BOND MARKET INTEGRITY AND MARKET TIMING ABILITY - BASED ON THE ARMAX-GARCH MODEL Journal title: Asian Economic and Financial Review Authors: Wo-Chiang Lee| Department of Banking and Finance, Tamkang University 151, Yin-Chuan Road, Tamsui, Ne... Subject(s): Economics, Finance and Financial Services
A REEXAMINATION OF THE TOURISM-LED GROWTH HYPOTHESIS UNDER GROWTH AND TOURISM UNCERTAINTIES IN TURKEY Journal title: European Journal of Business and Social Sciences Authors: İnci Oya Coşkun, Ph.D.| Corresponding Author Asst. Prof., Anadolu University Faculty of Tourism 2647... Subject(s): Economics, Management Science
Stock Exchange Volatility Transmissions between Turkey and the Major Financial Centers Journal title: International Journal of Empirical Finance Authors: Arif Orçun Söylemez Subject(s): Personnel Management, Reliability and Risk Analysis
A Study on the Performance of Symmetric and Asymmetric GARCH Models in Estimating Stock Returns Volatility Journal title: International Journal of Empirical Finance Authors: Mohd Aminul Islam Subject(s): Personnel Management, Reliability and Risk Analysis
The Relationship and Spillover Effects between Chinese and Foreign Gold Markets an Empirical Study based on Var-Mvgarch-Bekk Model Journal title: Journal of Empirical Economics Authors: Guo Jianhua, Xu Songjin Subject(s): Banks and Banking, Agricultural Economics, Macroeconomics, Microeconomics
MODELING SPEED LIMIT OFFENDERS IN MAURITIUS USING SYMMETRIC AND ASYMMETRIC GARCH MODELS: FROM FINANCIAL MODELING TO TRAFFIC MODELING Journal title: INTERNATIONAL JOURNAL FOR TRAFFIC AND TRANSPORT ENGINEERING Authors: Indranarain Ramlall Subject(s):
Effect of Government Spending and Macro-Economic Uncertainty on Private Investment: Evidence from Iran Journal title: Caspian Journal of Applied Sciences Research Authors: Roghayeh Torki Samaei, Leila Ahmadi, Simin Alali Subject(s):
MODELIRANJE PREKRŠIOCA OGRANIČENJA BRZINE NA MAURICIJUSU UZ PRIMENU SIMETRIČNIH I ASIMETRIČNIH MODELA GARCH: OD FINANSIJSKOG DO SAOBRAĆAJNOG MODELIRANJA Journal title: INTERNATIONAL JOURNAL FOR TRAFFIC AND TRANSPORT ENGINEERING Authors: Indranarain Ramlall Subject(s):
ARCH Effect in Classical Market-Timing Models with Lagged Market Variable: the Case of Polish Market Journal title: Dynamic Econometric Models Authors: Joanna Olbryś Subject(s): Economics, Orthopedics, Health Care Sciences & Services, Medicine, Research & Experimental, Public, Environmental & Occupational Health, Primary Health Care, Business, Business, Finance
The Formula of Unconditional Kurtosis of Sign-Switching GARCH(p,q,1) Processes Journal title: Dynamic Econometric Models Authors: Joanna Górka Subject(s): Economics, Orthopedics, Health Care Sciences & Services, Medicine, Research & Experimental, Public, Environmental & Occupational Health, Primary Health Care, Business, Business, Finance
Nonlinear Models for Economic Forecasting Applications: An Evolutionary Discussion Journal title: Computational Methods in Social Sciences Authors: Adrian Cantemir CĂLIN, Tiberiu DIACONESCU, Oana – Cristina POPOVICI Subject(s):
Forecasting Financial Processes by Using Diffusion Models Journal title: Dynamic Econometric Models Authors: Piotr Płuciennik Subject(s): Economics, Orthopedics, Health Care Sciences & Services, Medicine, Research & Experimental, Public, Environmental & Occupational Health, Primary Health Care, Business, Business, Finance
MODELING THE VOLATILITY OF THE BET-FI INDEX Journal title: Revista Romana de Statistica Authors: Dan Ion GHERGUŢ, Bogdan OANCEA, Claudia CĂPĂŢÎNĂ Subject(s): Mathematics, Statistics , Science
Modelarea volatilităţii indicelui BET-FI Journal title: Revista Romana de Statistica Authors: Dan Ion GHERGUŢ, Bogdan OANCEA, Claudia CĂPĂŢÎNĂ Subject(s): Mathematics, Statistics , Science
A Comparison between Neural Networks and GARCH Models in Exchange Rate Forecasting Journal title: International Journal of Academic Research in Accounting, Finance and Management Sciences Authors: Fahima Charef, Fethi Ayachi Subject(s):