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Subject: EGARCH Document Type: Tesis

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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

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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
Title: O mercado monetário sem garantia português: determinantes da PT – EONIA spread
Author: Rodrigues, Daniel Filipe Castro
Language: Portugués
Repository: 73
Subject: TARGET2 / Mercado monetário interbancário / EONIA / EGARCH / Interbank money market / Domínio/Área Científica::Ciências Sociais::Economia e Gestão / E42 / E43 / E Macroeconomics and monetary economics

Acceder

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