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73
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Al Hussien, Bima
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Matias, Ricardo Miguel Borges
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Subject
EGARCH
(2)
GJR
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AIC
(1)
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
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FCGARCH
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Subject:
GJR
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
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
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