USING THE SYMMETRIC MODELS GARCH (1.1) AND GARCH-M (1.1) TO INVESTIGATE VOLATILITY AND PERSISTENCE FOR THE EUROPEAN AND US FINANCIAL MARKETS.
- Published in:
- Financial Studies, 2018, v. 22, n. 1, p. 64
- By:
- Publication type:
- Article
Works matching IS 20666071 AND DT 2018 AND VI 22 AND IP 1
Results: 5
1
2
INVESTMENT AND THE GOLDEN RULE IN THE EUROPEAN UNION.
- Published in:
- Financial Studies, 2018, v. 22, n. 1, p. 53
- By:
- Publication type:
- Article
3
ANALYSIS OF HOW THE EUROPEAN STOCK MARKETS PERCEIVE THE DYNAMICS OF MACROECONOMIC INDICATORS THROUGH THE SENTIMENT INDEX AND THE PURCHASING MANAGERS' INDEX.
- Published in:
- Financial Studies, 2018, v. 22, n. 1, p. 32
- By:
- Publication type:
- Article
4
MODELING ASYMMETRIC VOLATILITY IN THE CHICAGO BOARD OPTIONS EXCHANGE VOLATILITY INDEX.
- Published in:
- Financial Studies, 2018, v. 22, n. 1, p. 20
- By:
- Publication type:
- Article
5
DEVELOPMENT OF PERIODIC LOAN REPAYMENT MODELS CONSIDERING RHYTHMIC SKIPS.
- Published in:
- Financial Studies, 2018, v. 22, n. 1, p. 6
- By:
- Publication type:
- Article