Market Over-reaction and Rational Market Risk in value and growth stocks in Tehran Securities Exchange Journal title: International Research Journal of Applied and Basic Sciences Authors: MohamadReza Poorebrahimi| Assistant Professor, School of Management and Accounting, University of Sh... Subject(s): Public Health and Community Medicine
THE LEVERAGE EFFECT IMPACT BETWEEN THE ECONOMIC & FINANCIAL FLOW CASE STUDY: WHOLESALE OF MOTOR VEHICLE PARTS AND ACCESSORIES (NACE: 4531) Journal title: European Journal of Business and Social Sciences Authors: Petre BREZEANU, PhD.| Professor, The Bucharest University of Economic Studies Department of Finance,... Subject(s): Economics, Management Science
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
Impact Of Structural Shifts on Variance Persistence in Asymmetric Garch Models: Evidence From Emerging Asian and European Markets Journal title: Revista Romana de Statistica Authors: Altaf Muhammad, Zhang Shuguang Subject(s): Mathematics, Statistics , Science
Volatility Spillover Effects between Futures and Spot Markets - Case of Agricultural Commodity Derivatves in India Journal title: International Journal of Agricultural Science and Research (IJASR) Authors: Ranganath G, R. Venkatram, K. Mahendran Subject(s):
FORMATION PECULIARITIES OF FINANCIAL RESOURCES OF PJSC «UKRAINIAN RAILWAY» Journal title: Наука та прогрес транспорту Authors: I. M. Lomtіeva, M. P. Snachov, O. A. Toporkova, L. A. Shylo Subject(s): Transportation
Modelling LKR/USD Exchange Rate Volatility: GARCH Approach Journal title: IOSR Journal of Economics and Finance (IOSR-JEF) Authors: A.K.M.D.P. KandeArachchi Subject(s):
Modelling Volatility of BSE Realty Index using Conditional Heteroscedasticity Models Journal title: MANTHAN: Journal of Commerce and Management Authors: Dhananjaya Kadanda, Krishna Raj Subject(s):
Modelación de la Volatilidad del Tipo de Cambio del Dólar en el Perú: Aplicación de los Modelos GARCH y EGARCH Journal title: REVISTA DE ANÁLISIS ECONÓMICO Y FINANCIERO Authors: Victor Chung Alva Subject(s): Economics
Returns and Investors’ Risk Perception as the Determinants of Sharia Index Integration During Covid-19 Journal title: Journal of Economics, Finance and Management Studies Authors: Andriani Selvia, Moeljadi, Aisjah Siti Subject(s): Economics, Banks and Banking, Marketing, Accounting, Management, Business, Finance
The Cryptocurrency Market Through the Scope of Volatility Clustering and Leverage Effects Journal title: Acadlore Transactions on Applied Mathematics and Statistics Authors: Filip Peovski, Violeta Cvetkoska, Igor Ivanovski Subject(s): Statistics & Probability, Mathematics - Mathematics - Applied mathematics
