DCC-Garch Models Using Islamic Market and European Market Indices

Islamic Banking and Finance Review ◽

10.32350/ibfr.2017.04.01 ◽

2017 ◽

Vol 04 ◽

pp. 01-20

Author(s):

Sabbah Gueddoudj ◽

Keyword(s):

European Market ◽

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THE INDEX ANALYSIS OF TENDENCIES IN THE EUROPEAN MARKET OF ORGANIC PRODUCTION AND THE PROSPECT OF ITS DEVELOPMENT IN RUSSIA

Экономика сельского хозяйства России ◽

10.32651/2070-0288-2018-7-93-97 ◽

2018 ◽

pp. 93-97

Author(s):

A.N. Stavtsev ◽

A.S. Lankin ◽

D.S. Natarov

Keyword(s):

Organic Production ◽

European Market ◽

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Railway Transport Products Conformity Proving Principles Applied on the European Market and in Poland, Survey Over Sources of the Requirements and Overview of the Railway Research Institute Formal Authorisations

Problemy Kolejnictwa - Railway Reports ◽

10.36137/1852e ◽

2019 ◽

pp. 95-102

Author(s):

Pawlik, Marek ◽

Rzepka, Wojciech

Keyword(s):

European Market ◽

Railway Transport ◽

Research Institute

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Analytic derivatives of asymmetric Garch models

The Journal of Computational Finance ◽

10.21314/jcf.2003.106 ◽

2003 ◽

Vol 6 (3) ◽

pp. 21-63 ◽

Author(s):

George Levy

Keyword(s):

Garch Models ◽

Asymmetric Garch ◽

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Selecting an innovation distribution for Garch models to improve efficiency of risk and volatility estimation

The Journal of Risk ◽

10.21314/jor.2004.091 ◽

2004 ◽

Vol 6 (3) ◽

pp. 27-52 ◽

Author(s):

J Venter ◽

P de Jongh

Keyword(s):

Garch Models ◽

Volatility Estimation ◽

Improve Efficiency

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Calendar Anomalies in Athens Exchange Stock Market - An Application of GARCH Models and the Neural Network Radial Basis Function

SSRN Electronic Journal ◽

10.2139/ssrn.1264970 ◽

2008 ◽

Author(s):

Eleftherios Giovanis

Keyword(s):

Neural Network ◽

Stock Market ◽

Radial Basis Function ◽

Basis Function ◽

Garch Models ◽

The Neural Network ◽

Radial Basis ◽

Calendar Anomalies

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Pending Issues in the Review of the European Market Abuse Rules

SSRN Electronic Journal ◽

10.2139/ssrn.2028918 ◽

2012 ◽

Author(s):

Carmine Di Noia

Keyword(s):

European Market ◽

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Determining Historical Volatility in Emerging Markets Using Advanced GARCH Models

SSRN Electronic Journal ◽

10.2139/ssrn.2140647 ◽

2012 ◽

Author(s):

Bhaskar Sinha

Keyword(s):

Emerging Markets ◽

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Dynamic Principal Components: A New Class of Multivariate GARCH Models

SSRN Electronic Journal ◽

10.2139/ssrn.2559758 ◽

2015 ◽

Author(s):

Gian Piero Aielli ◽

Massimiliano Caporin

Keyword(s):

Principal Components ◽

Multivariate Garch ◽

Garch Models ◽

New Class ◽

Multivariate Garch Models

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Volatilidade Dos ndices De AAAes Mid-Large Cap E Small Cap: Uma Investigaaao A Partir De Modelos ARIMA/GARCH (Volatility of Stock Index Mid-Large Cap and Small Cap: An Investigation from ARIMA/GARCH Models)

SSRN Electronic Journal ◽

10.2139/ssrn.2589321 ◽

2014 ◽

Author(s):

Israel J S Felipe ◽

Anderson Luiz Mol

Keyword(s):

Stock Index ◽

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Forecasting Bitcoin Risk with Markov-Switching GARCH Models

SSRN Electronic Journal ◽

10.2139/ssrn.3180830 ◽

2018 ◽

Author(s):

David Ardia ◽

Keven Bluteau ◽

Maxime RRede

Keyword(s):

Markov Switching ◽

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