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Repository
73
(3)
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Author
Al Hussien, Bima
(1)
Curto, J.
(1)
Matias, Ricardo Miguel Borges
(1)
Pinto, J.
(1)
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Subject
EGARCH
(3)
GJR
(3)
Forecasting volatility
(2)
AIC
(1)
APARCH
(1)
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
(1)
FCGARCH
(1)
Finanças
(1)
Garch
(1)
Indústria petrolífera
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2012
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2014
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Repository:
73
Subject:
GJR
Subject:
EGARCH
Language:
Inglés
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Title:
Predicting the financial crisis volatility
Author:
Curto, J.
/
Pinto, J.
Language:
Inglés
Repository:
73
Subject:
Forecasting volatility
/
EGARCH
/
APARCH
/
GJR
Acceder
Title:
A comparison about the predictive ability of FCGARCH, facing EGARCH and GJR
Author:
Matias, Ricardo Miguel Borges
Language:
Inglés
Repository:
73
Subject:
Forecasting volatility
/
EGARCH
/
GJR
/
FCGARCH
/
Previsão de volatilidade
Acceder
Title:
Impact of fossil-fuel subsidy removal to the Indonesia stock market
Author:
Al Hussien, Bima
Language:
Inglés
Repository:
73
Subject:
Subsidy removal
/
JKSE
/
Regression
/
Garch
/
GJR
/
EGARCH
/
AIC
/
SBC
/
Finanças
/
Indústria petrolífera
/
Mercado de ações
/
Política de preços
/
Modelos GARCH
/
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
Acceder
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