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You searched for subject:( GARCH). Showing records 1 – 30 of 524 total matches.

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Addis Ababa University

1. LEYKUN, GETANEH. FORECASTING OF PETROLEUM OIL IMPORT PRICES BY GARCH MODELS: THE CASE OF ETHIOPIA .

Degree: 2013, Addis Ababa University

 The price of oil affects everyone, everyday. Petroleum oil (oil) is an important energy commodity to mankind. Several causes have made petroleum oil prices to… (more)

Subjects/Keywords: GARCH MODELS:; PETROLEUM

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APA (6th Edition):

LEYKUN, G. (2013). FORECASTING OF PETROLEUM OIL IMPORT PRICES BY GARCH MODELS: THE CASE OF ETHIOPIA . (Thesis). Addis Ababa University. Retrieved from http://etd.aau.edu.et/dspace/handle/123456789/223

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

LEYKUN, GETANEH. “FORECASTING OF PETROLEUM OIL IMPORT PRICES BY GARCH MODELS: THE CASE OF ETHIOPIA .” 2013. Thesis, Addis Ababa University. Accessed April 09, 2020. http://etd.aau.edu.et/dspace/handle/123456789/223.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

LEYKUN, GETANEH. “FORECASTING OF PETROLEUM OIL IMPORT PRICES BY GARCH MODELS: THE CASE OF ETHIOPIA .” 2013. Web. 09 Apr 2020.

Vancouver:

LEYKUN G. FORECASTING OF PETROLEUM OIL IMPORT PRICES BY GARCH MODELS: THE CASE OF ETHIOPIA . [Internet] [Thesis]. Addis Ababa University; 2013. [cited 2020 Apr 09]. Available from: http://etd.aau.edu.et/dspace/handle/123456789/223.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

LEYKUN G. FORECASTING OF PETROLEUM OIL IMPORT PRICES BY GARCH MODELS: THE CASE OF ETHIOPIA . [Thesis]. Addis Ababa University; 2013. Available from: http://etd.aau.edu.et/dspace/handle/123456789/223

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Uppsala University

2. Han, Yang. Modeling and forecasting volatility of Shanghai Stock Exchange with GARCH family models.

Degree: Statistics, 2011, Uppsala University

  This paper discusses the performance of modeling and forecasting volatility ofdaily stock returns of A-shares in Shanghai Stock Exchange. The volatility is modeledby GARCH(more)

Subjects/Keywords: Volatility GARCH models

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APA (6th Edition):

Han, Y. (2011). Modeling and forecasting volatility of Shanghai Stock Exchange with GARCH family models. (Thesis). Uppsala University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-155066

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Han, Yang. “Modeling and forecasting volatility of Shanghai Stock Exchange with GARCH family models.” 2011. Thesis, Uppsala University. Accessed April 09, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-155066.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Han, Yang. “Modeling and forecasting volatility of Shanghai Stock Exchange with GARCH family models.” 2011. Web. 09 Apr 2020.

Vancouver:

Han Y. Modeling and forecasting volatility of Shanghai Stock Exchange with GARCH family models. [Internet] [Thesis]. Uppsala University; 2011. [cited 2020 Apr 09]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-155066.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Han Y. Modeling and forecasting volatility of Shanghai Stock Exchange with GARCH family models. [Thesis]. Uppsala University; 2011. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-155066

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

3. Hdia, Mouna. La dynamique des marchés énergétiques : essais sur l’efficience informationnelle et la prime de risque : The dynamics of energy markets : essays on informational efficiency and risk premium.

Degree: Docteur es, Sciences de gestion, 2017, Université Paris-Saclay (ComUE)

L’objet de cette thèse est d’étudier la dynamique des prix des matières premières, à travers l’étude du degré d’efficience de ces marchés et la dynamique… (more)

Subjects/Keywords: Modèle ADCC-GARCH

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APA (6th Edition):

Hdia, M. (2017). La dynamique des marchés énergétiques : essais sur l’efficience informationnelle et la prime de risque : The dynamics of energy markets : essays on informational efficiency and risk premium. (Doctoral Dissertation). Université Paris-Saclay (ComUE). Retrieved from http://www.theses.fr/2017SACLE011

Chicago Manual of Style (16th Edition):

Hdia, Mouna. “La dynamique des marchés énergétiques : essais sur l’efficience informationnelle et la prime de risque : The dynamics of energy markets : essays on informational efficiency and risk premium.” 2017. Doctoral Dissertation, Université Paris-Saclay (ComUE). Accessed April 09, 2020. http://www.theses.fr/2017SACLE011.

MLA Handbook (7th Edition):

Hdia, Mouna. “La dynamique des marchés énergétiques : essais sur l’efficience informationnelle et la prime de risque : The dynamics of energy markets : essays on informational efficiency and risk premium.” 2017. Web. 09 Apr 2020.

Vancouver:

Hdia M. La dynamique des marchés énergétiques : essais sur l’efficience informationnelle et la prime de risque : The dynamics of energy markets : essays on informational efficiency and risk premium. [Internet] [Doctoral dissertation]. Université Paris-Saclay (ComUE); 2017. [cited 2020 Apr 09]. Available from: http://www.theses.fr/2017SACLE011.

Council of Science Editors:

Hdia M. La dynamique des marchés énergétiques : essais sur l’efficience informationnelle et la prime de risque : The dynamics of energy markets : essays on informational efficiency and risk premium. [Doctoral Dissertation]. Université Paris-Saclay (ComUE); 2017. Available from: http://www.theses.fr/2017SACLE011

4. Sampaio, Jhames Matos. Estimação indireta de modelos R-GARCH.

Degree: PhD, Estatística, 2012, University of São Paulo

Processos lineares não capturam a estrutura dos dados em finanças. Há uma variedade muito grande de modelos não lineares disponíveis na literatura. A classe de… (more)

Subjects/Keywords: Distribuicoes estáveis; Finanças.; Finance; Indirect inference; Inferência indireta; R-GARCH; R-GARCH; Rs-GARCH; Rs-GARCH; Rt-GARCH; Rt-GARCH; Séries temporais; Stable distributions; Time series

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APA (6th Edition):

Sampaio, J. M. (2012). Estimação indireta de modelos R-GARCH. (Doctoral Dissertation). University of São Paulo. Retrieved from http://www.teses.usp.br/teses/disponiveis/45/45133/tde-05072012-195407/ ;

Chicago Manual of Style (16th Edition):

Sampaio, Jhames Matos. “Estimação indireta de modelos R-GARCH.” 2012. Doctoral Dissertation, University of São Paulo. Accessed April 09, 2020. http://www.teses.usp.br/teses/disponiveis/45/45133/tde-05072012-195407/ ;.

MLA Handbook (7th Edition):

Sampaio, Jhames Matos. “Estimação indireta de modelos R-GARCH.” 2012. Web. 09 Apr 2020.

Vancouver:

Sampaio JM. Estimação indireta de modelos R-GARCH. [Internet] [Doctoral dissertation]. University of São Paulo; 2012. [cited 2020 Apr 09]. Available from: http://www.teses.usp.br/teses/disponiveis/45/45133/tde-05072012-195407/ ;.

Council of Science Editors:

Sampaio JM. Estimação indireta de modelos R-GARCH. [Doctoral Dissertation]. University of São Paulo; 2012. Available from: http://www.teses.usp.br/teses/disponiveis/45/45133/tde-05072012-195407/ ;


University of Bradford

5. Wang, Yizhe. A study on GARCH volatility processes in pricing derivatives.

Degree: PhD, 2017, University of Bradford

 In this thesis the GARCH models are applied to evaluate financial options and futures. In the first application, the GARCH models in parsimonious form are… (more)

Subjects/Keywords: 658; Asymmetric GARCH models; Component GARCH models; BEKK-GARCH model; Options; Futures

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APA (6th Edition):

Wang, Y. (2017). A study on GARCH volatility processes in pricing derivatives. (Doctoral Dissertation). University of Bradford. Retrieved from http://hdl.handle.net/10454/17407

Chicago Manual of Style (16th Edition):

Wang, Yizhe. “A study on GARCH volatility processes in pricing derivatives.” 2017. Doctoral Dissertation, University of Bradford. Accessed April 09, 2020. http://hdl.handle.net/10454/17407.

MLA Handbook (7th Edition):

Wang, Yizhe. “A study on GARCH volatility processes in pricing derivatives.” 2017. Web. 09 Apr 2020.

Vancouver:

Wang Y. A study on GARCH volatility processes in pricing derivatives. [Internet] [Doctoral dissertation]. University of Bradford; 2017. [cited 2020 Apr 09]. Available from: http://hdl.handle.net/10454/17407.

Council of Science Editors:

Wang Y. A study on GARCH volatility processes in pricing derivatives. [Doctoral Dissertation]. University of Bradford; 2017. Available from: http://hdl.handle.net/10454/17407


Nelson Mandela Metropolitan University

6. McEwan, Peter Gareth Fredric. The GARCH-EVT-Copula model and simulation in scenario-based asset allocation.

Degree: Faculty of Science, 2016, Nelson Mandela Metropolitan University

 Financial market integration, in particular, portfolio allocations from advanced economies to South African markets, continues to strengthen volatility linkages and quicken volatility transmissions between participating… (more)

Subjects/Keywords: Extreme value theory; GARCH model

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APA (6th Edition):

McEwan, P. G. F. (2016). The GARCH-EVT-Copula model and simulation in scenario-based asset allocation. (Thesis). Nelson Mandela Metropolitan University. Retrieved from http://hdl.handle.net/10948/11732

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

McEwan, Peter Gareth Fredric. “The GARCH-EVT-Copula model and simulation in scenario-based asset allocation.” 2016. Thesis, Nelson Mandela Metropolitan University. Accessed April 09, 2020. http://hdl.handle.net/10948/11732.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

McEwan, Peter Gareth Fredric. “The GARCH-EVT-Copula model and simulation in scenario-based asset allocation.” 2016. Web. 09 Apr 2020.

Vancouver:

McEwan PGF. The GARCH-EVT-Copula model and simulation in scenario-based asset allocation. [Internet] [Thesis]. Nelson Mandela Metropolitan University; 2016. [cited 2020 Apr 09]. Available from: http://hdl.handle.net/10948/11732.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

McEwan PGF. The GARCH-EVT-Copula model and simulation in scenario-based asset allocation. [Thesis]. Nelson Mandela Metropolitan University; 2016. Available from: http://hdl.handle.net/10948/11732

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Victoria University of Wellington

7. Vo, Long Hai. Dependence structure in financial time series: Applications and evidence from wavelet analysis.

Degree: 2014, Victoria University of Wellington

 Conventional time series theory and spectral analysis have independently achieved significant popularity in mainstream economics and finance research over long periods. However, the fact remains… (more)

Subjects/Keywords: Long memory; GARCH; Volatility

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APA (6th Edition):

Vo, L. H. (2014). Dependence structure in financial time series: Applications and evidence from wavelet analysis. (Masters Thesis). Victoria University of Wellington. Retrieved from http://hdl.handle.net/10063/3440

Chicago Manual of Style (16th Edition):

Vo, Long Hai. “Dependence structure in financial time series: Applications and evidence from wavelet analysis.” 2014. Masters Thesis, Victoria University of Wellington. Accessed April 09, 2020. http://hdl.handle.net/10063/3440.

MLA Handbook (7th Edition):

Vo, Long Hai. “Dependence structure in financial time series: Applications and evidence from wavelet analysis.” 2014. Web. 09 Apr 2020.

Vancouver:

Vo LH. Dependence structure in financial time series: Applications and evidence from wavelet analysis. [Internet] [Masters thesis]. Victoria University of Wellington; 2014. [cited 2020 Apr 09]. Available from: http://hdl.handle.net/10063/3440.

Council of Science Editors:

Vo LH. Dependence structure in financial time series: Applications and evidence from wavelet analysis. [Masters Thesis]. Victoria University of Wellington; 2014. Available from: http://hdl.handle.net/10063/3440

8. Khanniche, Sabrina. Les risques des hedge funds : Hedge funds risks.

Degree: Docteur es, Sciences économiques, 2010, Université Paris X – Nanterre

Les hedge funds ont fait leur place dans le paysage financier. Ils se sont fermement imposés au cours de cette décennie. La perspective de rendements… (more)

Subjects/Keywords: Modèle GARCH; Modèle STR

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APA (6th Edition):

Khanniche, S. (2010). Les risques des hedge funds : Hedge funds risks. (Doctoral Dissertation). Université Paris X – Nanterre. Retrieved from http://www.theses.fr/2010PA100159

Chicago Manual of Style (16th Edition):

Khanniche, Sabrina. “Les risques des hedge funds : Hedge funds risks.” 2010. Doctoral Dissertation, Université Paris X – Nanterre. Accessed April 09, 2020. http://www.theses.fr/2010PA100159.

MLA Handbook (7th Edition):

Khanniche, Sabrina. “Les risques des hedge funds : Hedge funds risks.” 2010. Web. 09 Apr 2020.

Vancouver:

Khanniche S. Les risques des hedge funds : Hedge funds risks. [Internet] [Doctoral dissertation]. Université Paris X – Nanterre; 2010. [cited 2020 Apr 09]. Available from: http://www.theses.fr/2010PA100159.

Council of Science Editors:

Khanniche S. Les risques des hedge funds : Hedge funds risks. [Doctoral Dissertation]. Université Paris X – Nanterre; 2010. Available from: http://www.theses.fr/2010PA100159

9. Guirat, Rania. L'hétérogénéité des comportements sur le marché boursier français : théories et vérifications empiriques : Behaviors’ heterogeneity in the french stock market : theories and empirical verifications.

Degree: Docteur es, Sciences économiques, 2010, Université Paris X – Nanterre

Cette thèse présente une contribution à l’analyse de l’hétérogénéité des comportements sur les marchés boursiers. Elle propose, d’une part, une revue de la littérature des… (more)

Subjects/Keywords: LSTAR-GARCH; Finance comportementale

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APA (6th Edition):

Guirat, R. (2010). L'hétérogénéité des comportements sur le marché boursier français : théories et vérifications empiriques : Behaviors’ heterogeneity in the french stock market : theories and empirical verifications. (Doctoral Dissertation). Université Paris X – Nanterre. Retrieved from http://www.theses.fr/2010PA100212

Chicago Manual of Style (16th Edition):

Guirat, Rania. “L'hétérogénéité des comportements sur le marché boursier français : théories et vérifications empiriques : Behaviors’ heterogeneity in the french stock market : theories and empirical verifications.” 2010. Doctoral Dissertation, Université Paris X – Nanterre. Accessed April 09, 2020. http://www.theses.fr/2010PA100212.

MLA Handbook (7th Edition):

Guirat, Rania. “L'hétérogénéité des comportements sur le marché boursier français : théories et vérifications empiriques : Behaviors’ heterogeneity in the french stock market : theories and empirical verifications.” 2010. Web. 09 Apr 2020.

Vancouver:

Guirat R. L'hétérogénéité des comportements sur le marché boursier français : théories et vérifications empiriques : Behaviors’ heterogeneity in the french stock market : theories and empirical verifications. [Internet] [Doctoral dissertation]. Université Paris X – Nanterre; 2010. [cited 2020 Apr 09]. Available from: http://www.theses.fr/2010PA100212.

Council of Science Editors:

Guirat R. L'hétérogénéité des comportements sur le marché boursier français : théories et vérifications empiriques : Behaviors’ heterogeneity in the french stock market : theories and empirical verifications. [Doctoral Dissertation]. Université Paris X – Nanterre; 2010. Available from: http://www.theses.fr/2010PA100212


University of Hong Kong

10. 鄭遙; Zheng, Yao. Robust methods and quantile inference for econometric models.

Degree: PhD, 2017, University of Hong Kong

 This thesis studies the robust diagnostic checking, quantile inference, and the least absolute deviations (LAD) estimation for some time series models. Some new inference tools… (more)

Subjects/Keywords: GARCH model; Time-series analysis

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APA (6th Edition):

鄭遙; Zheng, Y. (2017). Robust methods and quantile inference for econometric models. (Doctoral Dissertation). University of Hong Kong. Retrieved from http://hdl.handle.net/10722/249918

Chicago Manual of Style (16th Edition):

鄭遙; Zheng, Yao. “Robust methods and quantile inference for econometric models.” 2017. Doctoral Dissertation, University of Hong Kong. Accessed April 09, 2020. http://hdl.handle.net/10722/249918.

MLA Handbook (7th Edition):

鄭遙; Zheng, Yao. “Robust methods and quantile inference for econometric models.” 2017. Web. 09 Apr 2020.

Vancouver:

鄭遙; Zheng Y. Robust methods and quantile inference for econometric models. [Internet] [Doctoral dissertation]. University of Hong Kong; 2017. [cited 2020 Apr 09]. Available from: http://hdl.handle.net/10722/249918.

Council of Science Editors:

鄭遙; Zheng Y. Robust methods and quantile inference for econometric models. [Doctoral Dissertation]. University of Hong Kong; 2017. Available from: http://hdl.handle.net/10722/249918


Addis Ababa University

11. AMARE, TEREFE. APPLICATION OF GARCH MODELS IN FORECASTING THE VOLATILITY OF EXPORT PRICES .

Degree: 2012, Addis Ababa University

 This thesis discusses the GARCH model fitting and volatility forecasting of export prices data. We have chosen to confine our analysis on total export prices,… (more)

Subjects/Keywords: export; GARCH; volatility; forecasting; Ethiopia

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APA (6th Edition):

AMARE, T. (2012). APPLICATION OF GARCH MODELS IN FORECASTING THE VOLATILITY OF EXPORT PRICES . (Thesis). Addis Ababa University. Retrieved from http://etd.aau.edu.et/dspace/handle/123456789/218

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

AMARE, TEREFE. “APPLICATION OF GARCH MODELS IN FORECASTING THE VOLATILITY OF EXPORT PRICES .” 2012. Thesis, Addis Ababa University. Accessed April 09, 2020. http://etd.aau.edu.et/dspace/handle/123456789/218.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

AMARE, TEREFE. “APPLICATION OF GARCH MODELS IN FORECASTING THE VOLATILITY OF EXPORT PRICES .” 2012. Web. 09 Apr 2020.

Vancouver:

AMARE T. APPLICATION OF GARCH MODELS IN FORECASTING THE VOLATILITY OF EXPORT PRICES . [Internet] [Thesis]. Addis Ababa University; 2012. [cited 2020 Apr 09]. Available from: http://etd.aau.edu.et/dspace/handle/123456789/218.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

AMARE T. APPLICATION OF GARCH MODELS IN FORECASTING THE VOLATILITY OF EXPORT PRICES . [Thesis]. Addis Ababa University; 2012. Available from: http://etd.aau.edu.et/dspace/handle/123456789/218

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

12. Siregar, Bakti. Statistical Analysis of Indonesia Stock Market.

Degree: Master, Applied Mathematics, 2016, NSYSU

 Liberalization and economic integration become topics of discussion and research in recent years. Indonesia is one of the countries that actively participates in the achievement… (more)

Subjects/Keywords: GARCH; Clustering; Volatility; ARCH; AIC

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APA (6th Edition):

Siregar, B. (2016). Statistical Analysis of Indonesia Stock Market. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0703116-174342

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Siregar, Bakti. “Statistical Analysis of Indonesia Stock Market.” 2016. Thesis, NSYSU. Accessed April 09, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0703116-174342.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Siregar, Bakti. “Statistical Analysis of Indonesia Stock Market.” 2016. Web. 09 Apr 2020.

Vancouver:

Siregar B. Statistical Analysis of Indonesia Stock Market. [Internet] [Thesis]. NSYSU; 2016. [cited 2020 Apr 09]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0703116-174342.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Siregar B. Statistical Analysis of Indonesia Stock Market. [Thesis]. NSYSU; 2016. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0703116-174342

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Universidade do Minho

13. Costa, Francisco João Matos. Forecasting volatility using GARCH models .

Degree: 2017, Universidade do Minho

 Esta dissertação tem como ponto central a previsão da volatilidade usando vários modelos GARCH (General autoregressive conditional heteroeskedasticity) de modo a testar qual tem a… (more)

Subjects/Keywords: GARCH; Volatilidade; Previsão; Volatility; Forecast

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APA (6th Edition):

Costa, F. J. M. (2017). Forecasting volatility using GARCH models . (Masters Thesis). Universidade do Minho. Retrieved from http://hdl.handle.net/1822/46456

Chicago Manual of Style (16th Edition):

Costa, Francisco João Matos. “Forecasting volatility using GARCH models .” 2017. Masters Thesis, Universidade do Minho. Accessed April 09, 2020. http://hdl.handle.net/1822/46456.

MLA Handbook (7th Edition):

Costa, Francisco João Matos. “Forecasting volatility using GARCH models .” 2017. Web. 09 Apr 2020.

Vancouver:

Costa FJM. Forecasting volatility using GARCH models . [Internet] [Masters thesis]. Universidade do Minho; 2017. [cited 2020 Apr 09]. Available from: http://hdl.handle.net/1822/46456.

Council of Science Editors:

Costa FJM. Forecasting volatility using GARCH models . [Masters Thesis]. Universidade do Minho; 2017. Available from: http://hdl.handle.net/1822/46456


University of Sydney

14. Yuan, Huimin. Analysis of Fractionally Differenced Processes with Heteroscedastic Errors .

Degree: 2018, University of Sydney

 The prime goal of this research is to model the long-range dependency and volatility factors fitting in fractionally differenced ARMA (ARFIMA) and Gegenbauer ARMA processes… (more)

Subjects/Keywords: Long memory with GARCH errors

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APA (6th Edition):

Yuan, H. (2018). Analysis of Fractionally Differenced Processes with Heteroscedastic Errors . (Thesis). University of Sydney. Retrieved from http://hdl.handle.net/2123/18585

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Yuan, Huimin. “Analysis of Fractionally Differenced Processes with Heteroscedastic Errors .” 2018. Thesis, University of Sydney. Accessed April 09, 2020. http://hdl.handle.net/2123/18585.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Yuan, Huimin. “Analysis of Fractionally Differenced Processes with Heteroscedastic Errors .” 2018. Web. 09 Apr 2020.

Vancouver:

Yuan H. Analysis of Fractionally Differenced Processes with Heteroscedastic Errors . [Internet] [Thesis]. University of Sydney; 2018. [cited 2020 Apr 09]. Available from: http://hdl.handle.net/2123/18585.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Yuan H. Analysis of Fractionally Differenced Processes with Heteroscedastic Errors . [Thesis]. University of Sydney; 2018. Available from: http://hdl.handle.net/2123/18585

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Clemson University

15. Medlen, Daniel. INTRADAY VOLATILITY EFFECT OF THE ETF REDEMPTION PROCESS ON THE UNDERLYING BASKET OF STOCKS.

Degree: MA, Economics, 2012, Clemson University

  Since their introduction in the mid 1990's, ETFs have grown rapidly in number and diversified into various markets. In addition they have evolved to… (more)

Subjects/Keywords: exchange traded fund; GARCH; Economics

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APA (6th Edition):

Medlen, D. (2012). INTRADAY VOLATILITY EFFECT OF THE ETF REDEMPTION PROCESS ON THE UNDERLYING BASKET OF STOCKS. (Masters Thesis). Clemson University. Retrieved from https://tigerprints.clemson.edu/all_theses/1498

Chicago Manual of Style (16th Edition):

Medlen, Daniel. “INTRADAY VOLATILITY EFFECT OF THE ETF REDEMPTION PROCESS ON THE UNDERLYING BASKET OF STOCKS.” 2012. Masters Thesis, Clemson University. Accessed April 09, 2020. https://tigerprints.clemson.edu/all_theses/1498.

MLA Handbook (7th Edition):

Medlen, Daniel. “INTRADAY VOLATILITY EFFECT OF THE ETF REDEMPTION PROCESS ON THE UNDERLYING BASKET OF STOCKS.” 2012. Web. 09 Apr 2020.

Vancouver:

Medlen D. INTRADAY VOLATILITY EFFECT OF THE ETF REDEMPTION PROCESS ON THE UNDERLYING BASKET OF STOCKS. [Internet] [Masters thesis]. Clemson University; 2012. [cited 2020 Apr 09]. Available from: https://tigerprints.clemson.edu/all_theses/1498.

Council of Science Editors:

Medlen D. INTRADAY VOLATILITY EFFECT OF THE ETF REDEMPTION PROCESS ON THE UNDERLYING BASKET OF STOCKS. [Masters Thesis]. Clemson University; 2012. Available from: https://tigerprints.clemson.edu/all_theses/1498


Universidade do Rio Grande do Norte

16. Romão, Lemuel de Lemos. O câmbio pela ótica da microestrutura: analisando o câmbio através da perspectiva da volatilidade .

Degree: 2018, Universidade do Rio Grande do Norte

 The models of microstructure have gained a lot of space in the economic literature and appear as a counterpoint to those based purely on macroeconomic… (more)

Subjects/Keywords: Câmbio; Microestrutura; Volatilidade; DCC-GARCH

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APA (6th Edition):

Romão, L. d. L. (2018). O câmbio pela ótica da microestrutura: analisando o câmbio através da perspectiva da volatilidade . (Masters Thesis). Universidade do Rio Grande do Norte. Retrieved from http://repositorio.ufrn.br/handle/123456789/24870

Chicago Manual of Style (16th Edition):

Romão, Lemuel de Lemos. “O câmbio pela ótica da microestrutura: analisando o câmbio através da perspectiva da volatilidade .” 2018. Masters Thesis, Universidade do Rio Grande do Norte. Accessed April 09, 2020. http://repositorio.ufrn.br/handle/123456789/24870.

MLA Handbook (7th Edition):

Romão, Lemuel de Lemos. “O câmbio pela ótica da microestrutura: analisando o câmbio através da perspectiva da volatilidade .” 2018. Web. 09 Apr 2020.

Vancouver:

Romão LdL. O câmbio pela ótica da microestrutura: analisando o câmbio através da perspectiva da volatilidade . [Internet] [Masters thesis]. Universidade do Rio Grande do Norte; 2018. [cited 2020 Apr 09]. Available from: http://repositorio.ufrn.br/handle/123456789/24870.

Council of Science Editors:

Romão LdL. O câmbio pela ótica da microestrutura: analisando o câmbio através da perspectiva da volatilidade . [Masters Thesis]. Universidade do Rio Grande do Norte; 2018. Available from: http://repositorio.ufrn.br/handle/123456789/24870


University of Debrecen

17. Deák, Marianna. Volatilitás modellek szimulációs vizsgálata .

Degree: DE – Informatikai Kar, University of Debrecen

Szakdolgozatomban a GARCH modellekkel foglalkozom. A dolgozatban kiválasztott magyar részvények esetén megnézem, hogy a forgalmi adatokra alkalmazható-e a GARCH modell, illetve, hogy az R program segítségével becsült GARCH folyamat hibája hogyan alakul a becsült idősor mintaelemszámának függvényében. Advisors/Committee Members: Nagy, Gábor (advisor).

Subjects/Keywords: GARCH; volatilitás

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APA (6th Edition):

Deák, M. (n.d.). Volatilitás modellek szimulációs vizsgálata . (Thesis). University of Debrecen. Retrieved from http://hdl.handle.net/2437/267532

Note: this citation may be lacking information needed for this citation format:
No year of publication.
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Deák, Marianna. “Volatilitás modellek szimulációs vizsgálata .” Thesis, University of Debrecen. Accessed April 09, 2020. http://hdl.handle.net/2437/267532.

Note: this citation may be lacking information needed for this citation format:
No year of publication.
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Deák, Marianna. “Volatilitás modellek szimulációs vizsgálata .” Web. 09 Apr 2020.

Note: this citation may be lacking information needed for this citation format:
No year of publication.

Vancouver:

Deák M. Volatilitás modellek szimulációs vizsgálata . [Internet] [Thesis]. University of Debrecen; [cited 2020 Apr 09]. Available from: http://hdl.handle.net/2437/267532.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
No year of publication.

Council of Science Editors:

Deák M. Volatilitás modellek szimulációs vizsgálata . [Thesis]. University of Debrecen; Available from: http://hdl.handle.net/2437/267532

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
No year of publication.


University of Cambridge

18. Smetanina, Ekaterina. Essays in Financial Econometrics and Forecasting.

Degree: PhD, 2018, University of Cambridge

 This dissertation deals with issues of forecasting in financial markets. The first part of my dissertation is motivated by the observation that most parametric volatility… (more)

Subjects/Keywords: Forecasting; Financial Econometrics; GARCH

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APA (6th Edition):

Smetanina, E. (2018). Essays in Financial Econometrics and Forecasting. (Doctoral Dissertation). University of Cambridge. Retrieved from https://www.repository.cam.ac.uk/handle/1810/283606

Chicago Manual of Style (16th Edition):

Smetanina, Ekaterina. “Essays in Financial Econometrics and Forecasting.” 2018. Doctoral Dissertation, University of Cambridge. Accessed April 09, 2020. https://www.repository.cam.ac.uk/handle/1810/283606.

MLA Handbook (7th Edition):

Smetanina, Ekaterina. “Essays in Financial Econometrics and Forecasting.” 2018. Web. 09 Apr 2020.

Vancouver:

Smetanina E. Essays in Financial Econometrics and Forecasting. [Internet] [Doctoral dissertation]. University of Cambridge; 2018. [cited 2020 Apr 09]. Available from: https://www.repository.cam.ac.uk/handle/1810/283606.

Council of Science Editors:

Smetanina E. Essays in Financial Econometrics and Forecasting. [Doctoral Dissertation]. University of Cambridge; 2018. Available from: https://www.repository.cam.ac.uk/handle/1810/283606


University of Wollongong

19. Kosapattarapim, Chaiwat. Improving volatility forecasting of GARCH models: applications to daily returns in emerging stock markets.

Degree: PhD, 2013, University of Wollongong

  The volatility modeling and forecasting of returns are essential for many areas of econometric and financial analysis. Volatility forecasting dramatically affects financial decisions, such… (more)

Subjects/Keywords: volatility; GARCH; cointegration; VaR model

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APA (6th Edition):

Kosapattarapim, C. (2013). Improving volatility forecasting of GARCH models: applications to daily returns in emerging stock markets. (Doctoral Dissertation). University of Wollongong. Retrieved from 010401 Applied Statistics, 010406 Stochastic Analysis and Modelling, 140207 Financial Economics ; https://ro.uow.edu.au/theses/3999

Chicago Manual of Style (16th Edition):

Kosapattarapim, Chaiwat. “Improving volatility forecasting of GARCH models: applications to daily returns in emerging stock markets.” 2013. Doctoral Dissertation, University of Wollongong. Accessed April 09, 2020. 010401 Applied Statistics, 010406 Stochastic Analysis and Modelling, 140207 Financial Economics ; https://ro.uow.edu.au/theses/3999.

MLA Handbook (7th Edition):

Kosapattarapim, Chaiwat. “Improving volatility forecasting of GARCH models: applications to daily returns in emerging stock markets.” 2013. Web. 09 Apr 2020.

Vancouver:

Kosapattarapim C. Improving volatility forecasting of GARCH models: applications to daily returns in emerging stock markets. [Internet] [Doctoral dissertation]. University of Wollongong; 2013. [cited 2020 Apr 09]. Available from: 010401 Applied Statistics, 010406 Stochastic Analysis and Modelling, 140207 Financial Economics ; https://ro.uow.edu.au/theses/3999.

Council of Science Editors:

Kosapattarapim C. Improving volatility forecasting of GARCH models: applications to daily returns in emerging stock markets. [Doctoral Dissertation]. University of Wollongong; 2013. Available from: 010401 Applied Statistics, 010406 Stochastic Analysis and Modelling, 140207 Financial Economics ; https://ro.uow.edu.au/theses/3999

20. Cummings, Jonathon Patrick. Optimization Of The GARCH Model Parameters Using A Genetic Algorithm.

Degree: MS, Economics & Finance, 2013, University of North Dakota

  Financial time series are often characterized by nonlinearity and volatility bunching. Standard regression analysis models cannot capture changing volatilities, potentially leading to erroneous results.… (more)

Subjects/Keywords: GARCH; genetic algorithm; optimization

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APA (6th Edition):

Cummings, J. P. (2013). Optimization Of The GARCH Model Parameters Using A Genetic Algorithm. (Masters Thesis). University of North Dakota. Retrieved from https://commons.und.edu/theses/1411

Chicago Manual of Style (16th Edition):

Cummings, Jonathon Patrick. “Optimization Of The GARCH Model Parameters Using A Genetic Algorithm.” 2013. Masters Thesis, University of North Dakota. Accessed April 09, 2020. https://commons.und.edu/theses/1411.

MLA Handbook (7th Edition):

Cummings, Jonathon Patrick. “Optimization Of The GARCH Model Parameters Using A Genetic Algorithm.” 2013. Web. 09 Apr 2020.

Vancouver:

Cummings JP. Optimization Of The GARCH Model Parameters Using A Genetic Algorithm. [Internet] [Masters thesis]. University of North Dakota; 2013. [cited 2020 Apr 09]. Available from: https://commons.und.edu/theses/1411.

Council of Science Editors:

Cummings JP. Optimization Of The GARCH Model Parameters Using A Genetic Algorithm. [Masters Thesis]. University of North Dakota; 2013. Available from: https://commons.und.edu/theses/1411


Uniwersytet im. Adama Mickiewicza w Poznaniu

21. Buszkowska-Khemissi, Eliza. Wybór najlepszych prognostycznych modeli zmienności finansowych szeregów czasowych za pomocą testów statystycznych .

Degree: 2010, Uniwersytet im. Adama Mickiewicza w Poznaniu

 Przy założeniu istnienia podobnej dynamiki rynku można wyróżnić pewne modele typu ARMA-GARCH jako najlepiej prognozujące zmienność indeksu WIG20 i kursów walutowych względem złotego.W hipotezie drugiej… (more)

Subjects/Keywords: zmienność; ARFIMA; GARCH; WIG20

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APA (6th Edition):

Buszkowska-Khemissi, E. (2010). Wybór najlepszych prognostycznych modeli zmienności finansowych szeregów czasowych za pomocą testów statystycznych . (Doctoral Dissertation). Uniwersytet im. Adama Mickiewicza w Poznaniu. Retrieved from http://hdl.handle.net/10593/13056

Chicago Manual of Style (16th Edition):

Buszkowska-Khemissi, Eliza. “Wybór najlepszych prognostycznych modeli zmienności finansowych szeregów czasowych za pomocą testów statystycznych .” 2010. Doctoral Dissertation, Uniwersytet im. Adama Mickiewicza w Poznaniu. Accessed April 09, 2020. http://hdl.handle.net/10593/13056.

MLA Handbook (7th Edition):

Buszkowska-Khemissi, Eliza. “Wybór najlepszych prognostycznych modeli zmienności finansowych szeregów czasowych za pomocą testów statystycznych .” 2010. Web. 09 Apr 2020.

Vancouver:

Buszkowska-Khemissi E. Wybór najlepszych prognostycznych modeli zmienności finansowych szeregów czasowych za pomocą testów statystycznych . [Internet] [Doctoral dissertation]. Uniwersytet im. Adama Mickiewicza w Poznaniu; 2010. [cited 2020 Apr 09]. Available from: http://hdl.handle.net/10593/13056.

Council of Science Editors:

Buszkowska-Khemissi E. Wybór najlepszych prognostycznych modeli zmienności finansowych szeregów czasowych za pomocą testów statystycznych . [Doctoral Dissertation]. Uniwersytet im. Adama Mickiewicza w Poznaniu; 2010. Available from: http://hdl.handle.net/10593/13056


University of Cambridge

22. Smetanina, Ekaterina. Essays in financial econometrics and forecasting.

Degree: PhD, 2018, University of Cambridge

 This dissertation deals with issues of forecasting in financial markets. The first part of my dissertation is motivated by the observation that most parametric volatility… (more)

Subjects/Keywords: Forecasting; Financial Econometrics; GARCH

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APA (6th Edition):

Smetanina, E. (2018). Essays in financial econometrics and forecasting. (Doctoral Dissertation). University of Cambridge. Retrieved from https://www.repository.cam.ac.uk/handle/1810/283606 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.763631

Chicago Manual of Style (16th Edition):

Smetanina, Ekaterina. “Essays in financial econometrics and forecasting.” 2018. Doctoral Dissertation, University of Cambridge. Accessed April 09, 2020. https://www.repository.cam.ac.uk/handle/1810/283606 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.763631.

MLA Handbook (7th Edition):

Smetanina, Ekaterina. “Essays in financial econometrics and forecasting.” 2018. Web. 09 Apr 2020.

Vancouver:

Smetanina E. Essays in financial econometrics and forecasting. [Internet] [Doctoral dissertation]. University of Cambridge; 2018. [cited 2020 Apr 09]. Available from: https://www.repository.cam.ac.uk/handle/1810/283606 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.763631.

Council of Science Editors:

Smetanina E. Essays in financial econometrics and forecasting. [Doctoral Dissertation]. University of Cambridge; 2018. Available from: https://www.repository.cam.ac.uk/handle/1810/283606 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.763631


Hong Kong University of Science and Technology

23. Wang, Kai. Lasso-based variable selection of log-GARCH models.

Degree: 2016, Hong Kong University of Science and Technology

 This thesis investigates the Lasso-based approach for variable selection of log-GARCH models. For estimating parameters and the order of the model simultaneously, we propose a… (more)

Subjects/Keywords: GARCH model ; Estimation theory

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APA (6th Edition):

Wang, K. (2016). Lasso-based variable selection of log-GARCH models. (Thesis). Hong Kong University of Science and Technology. Retrieved from http://repository.ust.hk/ir/Record/1783.1-87102 ; https://doi.org/10.14711/thesis-b1627119 ; http://repository.ust.hk/ir/bitstream/1783.1-87102/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Wang, Kai. “Lasso-based variable selection of log-GARCH models.” 2016. Thesis, Hong Kong University of Science and Technology. Accessed April 09, 2020. http://repository.ust.hk/ir/Record/1783.1-87102 ; https://doi.org/10.14711/thesis-b1627119 ; http://repository.ust.hk/ir/bitstream/1783.1-87102/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Wang, Kai. “Lasso-based variable selection of log-GARCH models.” 2016. Web. 09 Apr 2020.

Vancouver:

Wang K. Lasso-based variable selection of log-GARCH models. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2016. [cited 2020 Apr 09]. Available from: http://repository.ust.hk/ir/Record/1783.1-87102 ; https://doi.org/10.14711/thesis-b1627119 ; http://repository.ust.hk/ir/bitstream/1783.1-87102/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Wang K. Lasso-based variable selection of log-GARCH models. [Thesis]. Hong Kong University of Science and Technology; 2016. Available from: http://repository.ust.hk/ir/Record/1783.1-87102 ; https://doi.org/10.14711/thesis-b1627119 ; http://repository.ust.hk/ir/bitstream/1783.1-87102/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


California State University – Sacramento

24. Hua, Cathy. Volatility spillover in financial assets: the Brexit impact on the United Kingdom and European Union.

Degree: MA, Economics, 2017, California State University – Sacramento

 The volatilities of financial asset markets are important components of asset allocation and portfolio management decisions made by financial market participants. For policy makers, market… (more)

Subjects/Keywords: Garch; Brexit; Equity; Currency

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APA (6th Edition):

Hua, C. (2017). Volatility spillover in financial assets: the Brexit impact on the United Kingdom and European Union. (Masters Thesis). California State University – Sacramento. Retrieved from http://hdl.handle.net/10211.3/198840

Chicago Manual of Style (16th Edition):

Hua, Cathy. “Volatility spillover in financial assets: the Brexit impact on the United Kingdom and European Union.” 2017. Masters Thesis, California State University – Sacramento. Accessed April 09, 2020. http://hdl.handle.net/10211.3/198840.

MLA Handbook (7th Edition):

Hua, Cathy. “Volatility spillover in financial assets: the Brexit impact on the United Kingdom and European Union.” 2017. Web. 09 Apr 2020.

Vancouver:

Hua C. Volatility spillover in financial assets: the Brexit impact on the United Kingdom and European Union. [Internet] [Masters thesis]. California State University – Sacramento; 2017. [cited 2020 Apr 09]. Available from: http://hdl.handle.net/10211.3/198840.

Council of Science Editors:

Hua C. Volatility spillover in financial assets: the Brexit impact on the United Kingdom and European Union. [Masters Thesis]. California State University – Sacramento; 2017. Available from: http://hdl.handle.net/10211.3/198840

25. Cléia Duarte Machado. BRIC (Brasil, Rússia, Índia e China) : uma análise da volatilidade da bolsa de valores jan/2005 a mar/2010.

Degree: 2011, Universidade do Vale do Rio do Sinos

O presente estudo analisa a volatilidade da Bolsa de Valores para os países do BRIC entre janeiro de 2005 a março de 2010. A pesquisa… (more)

Subjects/Keywords: GARCH; contágio; volatility; BRIC; contagion; GARCH; ECONOMIA INTERNACIONAL; volatilidade; BRIC

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APA (6th Edition):

Machado, C. D. (2011). BRIC (Brasil, Rússia, Índia e China) : uma análise da volatilidade da bolsa de valores jan/2005 a mar/2010. (Thesis). Universidade do Vale do Rio do Sinos. Retrieved from http://bdtd.unisinos.br/tde_busca/arquivo.php?codArquivo=1812

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Machado, Cléia Duarte. “BRIC (Brasil, Rússia, Índia e China) : uma análise da volatilidade da bolsa de valores jan/2005 a mar/2010.” 2011. Thesis, Universidade do Vale do Rio do Sinos. Accessed April 09, 2020. http://bdtd.unisinos.br/tde_busca/arquivo.php?codArquivo=1812.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Machado, Cléia Duarte. “BRIC (Brasil, Rússia, Índia e China) : uma análise da volatilidade da bolsa de valores jan/2005 a mar/2010.” 2011. Web. 09 Apr 2020.

Vancouver:

Machado CD. BRIC (Brasil, Rússia, Índia e China) : uma análise da volatilidade da bolsa de valores jan/2005 a mar/2010. [Internet] [Thesis]. Universidade do Vale do Rio do Sinos; 2011. [cited 2020 Apr 09]. Available from: http://bdtd.unisinos.br/tde_busca/arquivo.php?codArquivo=1812.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Machado CD. BRIC (Brasil, Rússia, Índia e China) : uma análise da volatilidade da bolsa de valores jan/2005 a mar/2010. [Thesis]. Universidade do Vale do Rio do Sinos; 2011. Available from: http://bdtd.unisinos.br/tde_busca/arquivo.php?codArquivo=1812

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

26. Favaro, Guilherme Martinatti. \"Dinâmicas autoregressivas em econofísica\".

Degree: Mestrado, Física Básica, 2007, University of São Paulo

Neste trabalho, fazemos uma breve introdução à Econofísica e às grandezas estatísticas relevantes para o estudo de um ativo financeiro. Estas grandezas são estudadas detalhadamente… (more)

Subjects/Keywords: autoregressive dynamics; dinâmicas autoregressivas; econofísica; econophysics; GARCH processes; processos GARCH

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Favaro, G. M. (2007). \"Dinâmicas autoregressivas em econofísica\". (Masters Thesis). University of São Paulo. Retrieved from http://www.teses.usp.br/teses/disponiveis/76/76131/tde-23032007-101512/ ;

Chicago Manual of Style (16th Edition):

Favaro, Guilherme Martinatti. “\"Dinâmicas autoregressivas em econofísica\".” 2007. Masters Thesis, University of São Paulo. Accessed April 09, 2020. http://www.teses.usp.br/teses/disponiveis/76/76131/tde-23032007-101512/ ;.

MLA Handbook (7th Edition):

Favaro, Guilherme Martinatti. “\"Dinâmicas autoregressivas em econofísica\".” 2007. Web. 09 Apr 2020.

Vancouver:

Favaro GM. \"Dinâmicas autoregressivas em econofísica\". [Internet] [Masters thesis]. University of São Paulo; 2007. [cited 2020 Apr 09]. Available from: http://www.teses.usp.br/teses/disponiveis/76/76131/tde-23032007-101512/ ;.

Council of Science Editors:

Favaro GM. \"Dinâmicas autoregressivas em econofísica\". [Masters Thesis]. University of São Paulo; 2007. Available from: http://www.teses.usp.br/teses/disponiveis/76/76131/tde-23032007-101512/ ;

27. Μαρινάκος, Γεώργιος. Έλεγχος στο Capital Asset Pricing Model. Μοντέλα GARCH.

Degree: 2008, University of Patras

Βασικός στόχος αυτής τη εργασίας είναι να παρουσιάσει με λεπτομερή και τεκμηριωμένο τρόπο την διαδικασία που ακολουθεί ένας χρηματοοικονομικός αναλυτής έτσι ώστε να προσδιορίσει την… (more)

Subjects/Keywords: Πρόβλεψη διεκύμανσης; Μοντέλα GARCH; 332.678; Forecast of the variance; GARCH models

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APA (6th Edition):

Μαρινάκος, . (2008). Έλεγχος στο Capital Asset Pricing Model. Μοντέλα GARCH. (Masters Thesis). University of Patras. Retrieved from http://nemertes.lis.upatras.gr/jspui/handle/10889/1225

Chicago Manual of Style (16th Edition):

Μαρινάκος, Γεώργιος. “Έλεγχος στο Capital Asset Pricing Model. Μοντέλα GARCH.” 2008. Masters Thesis, University of Patras. Accessed April 09, 2020. http://nemertes.lis.upatras.gr/jspui/handle/10889/1225.

MLA Handbook (7th Edition):

Μαρινάκος, Γεώργιος. “Έλεγχος στο Capital Asset Pricing Model. Μοντέλα GARCH.” 2008. Web. 09 Apr 2020.

Vancouver:

Μαρινάκος . Έλεγχος στο Capital Asset Pricing Model. Μοντέλα GARCH. [Internet] [Masters thesis]. University of Patras; 2008. [cited 2020 Apr 09]. Available from: http://nemertes.lis.upatras.gr/jspui/handle/10889/1225.

Council of Science Editors:

Μαρινάκος . Έλεγχος στο Capital Asset Pricing Model. Μοντέλα GARCH. [Masters Thesis]. University of Patras; 2008. Available from: http://nemertes.lis.upatras.gr/jspui/handle/10889/1225


Universidade do Rio Grande do Norte

28. Nogueira, Cinthya Muyrielle da Silva. Eficiência e razão de hedge: uma análise dos mercados futuro brasileiros de boi, café, etanol, milho e soja .

Degree: 2013, Universidade do Rio Grande do Norte

 This research aims to investigate the Hedge Efficiency and Optimal Hedge Ratio for the future market of cattle, coffee, ethanol, corn and soybean. This paper… (more)

Subjects/Keywords: Razão ótima de hedge. Garch. Efetividade; Optimal hedge ratio. Garch. Effectiveness

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Nogueira, C. M. d. S. (2013). Eficiência e razão de hedge: uma análise dos mercados futuro brasileiros de boi, café, etanol, milho e soja . (Thesis). Universidade do Rio Grande do Norte. Retrieved from http://repositorio.ufrn.br/handle/123456789/12233

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Nogueira, Cinthya Muyrielle da Silva. “Eficiência e razão de hedge: uma análise dos mercados futuro brasileiros de boi, café, etanol, milho e soja .” 2013. Thesis, Universidade do Rio Grande do Norte. Accessed April 09, 2020. http://repositorio.ufrn.br/handle/123456789/12233.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Nogueira, Cinthya Muyrielle da Silva. “Eficiência e razão de hedge: uma análise dos mercados futuro brasileiros de boi, café, etanol, milho e soja .” 2013. Web. 09 Apr 2020.

Vancouver:

Nogueira CMdS. Eficiência e razão de hedge: uma análise dos mercados futuro brasileiros de boi, café, etanol, milho e soja . [Internet] [Thesis]. Universidade do Rio Grande do Norte; 2013. [cited 2020 Apr 09]. Available from: http://repositorio.ufrn.br/handle/123456789/12233.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Nogueira CMdS. Eficiência e razão de hedge: uma análise dos mercados futuro brasileiros de boi, café, etanol, milho e soja . [Thesis]. Universidade do Rio Grande do Norte; 2013. Available from: http://repositorio.ufrn.br/handle/123456789/12233

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Universidade Federal de Santa Maria

29. Fernanda Galvão de Barba. IMPACTOS DA CRISE DE 2007/2008 NOS MERCADOS DE CAPITAIS LATINO-AMERICANOS.

Degree: 2011, Universidade Federal de Santa Maria

A grande integração dos mercados mundiais potencializou os efeitos de crises financeiras. A crise financeira de 2007/2008, iniciada nos EUA e depois expandida para grande… (more)

Subjects/Keywords: crise financeira; cointegração; GARCH multivariado; ADMINISTRACAO; Financial crisis; Cointegration; Multivariate GARCH

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Barba, F. G. d. (2011). IMPACTOS DA CRISE DE 2007/2008 NOS MERCADOS DE CAPITAIS LATINO-AMERICANOS. (Thesis). Universidade Federal de Santa Maria. Retrieved from http://coralx.ufsm.br/tede/tde_busca/arquivo.php?codArquivo=3930

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Barba, Fernanda Galvão de. “IMPACTOS DA CRISE DE 2007/2008 NOS MERCADOS DE CAPITAIS LATINO-AMERICANOS.” 2011. Thesis, Universidade Federal de Santa Maria. Accessed April 09, 2020. http://coralx.ufsm.br/tede/tde_busca/arquivo.php?codArquivo=3930.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Barba, Fernanda Galvão de. “IMPACTOS DA CRISE DE 2007/2008 NOS MERCADOS DE CAPITAIS LATINO-AMERICANOS.” 2011. Web. 09 Apr 2020.

Vancouver:

Barba FGd. IMPACTOS DA CRISE DE 2007/2008 NOS MERCADOS DE CAPITAIS LATINO-AMERICANOS. [Internet] [Thesis]. Universidade Federal de Santa Maria; 2011. [cited 2020 Apr 09]. Available from: http://coralx.ufsm.br/tede/tde_busca/arquivo.php?codArquivo=3930.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Barba FGd. IMPACTOS DA CRISE DE 2007/2008 NOS MERCADOS DE CAPITAIS LATINO-AMERICANOS. [Thesis]. Universidade Federal de Santa Maria; 2011. Available from: http://coralx.ufsm.br/tede/tde_busca/arquivo.php?codArquivo=3930

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Universidade do Rio Grande do Norte

30. Nogueira, Cinthya Muyrielle da Silva. Eficiência e razão de hedge: uma análise dos mercados futuro brasileiros de boi, café, etanol, milho e soja .

Degree: 2013, Universidade do Rio Grande do Norte

 This research aims to investigate the Hedge Efficiency and Optimal Hedge Ratio for the future market of cattle, coffee, ethanol, corn and soybean. This paper… (more)

Subjects/Keywords: Razão ótima de hedge. Garch. Efetividade; Optimal hedge ratio. Garch. Effectiveness

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Nogueira, C. M. d. S. (2013). Eficiência e razão de hedge: uma análise dos mercados futuro brasileiros de boi, café, etanol, milho e soja . (Masters Thesis). Universidade do Rio Grande do Norte. Retrieved from http://repositorio.ufrn.br/handle/123456789/12233

Chicago Manual of Style (16th Edition):

Nogueira, Cinthya Muyrielle da Silva. “Eficiência e razão de hedge: uma análise dos mercados futuro brasileiros de boi, café, etanol, milho e soja .” 2013. Masters Thesis, Universidade do Rio Grande do Norte. Accessed April 09, 2020. http://repositorio.ufrn.br/handle/123456789/12233.

MLA Handbook (7th Edition):

Nogueira, Cinthya Muyrielle da Silva. “Eficiência e razão de hedge: uma análise dos mercados futuro brasileiros de boi, café, etanol, milho e soja .” 2013. Web. 09 Apr 2020.

Vancouver:

Nogueira CMdS. Eficiência e razão de hedge: uma análise dos mercados futuro brasileiros de boi, café, etanol, milho e soja . [Internet] [Masters thesis]. Universidade do Rio Grande do Norte; 2013. [cited 2020 Apr 09]. Available from: http://repositorio.ufrn.br/handle/123456789/12233.

Council of Science Editors:

Nogueira CMdS. Eficiência e razão de hedge: uma análise dos mercados futuro brasileiros de boi, café, etanol, milho e soja . [Masters Thesis]. Universidade do Rio Grande do Norte; 2013. Available from: http://repositorio.ufrn.br/handle/123456789/12233

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