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16 ta ish

Ish: Generalized autoregressive conditional heteroskedasticity

  1. The role of sudden variance shifts in predicting volatility in bioenergy crop markets under structural breaks

    Akram Shavkatovich Hasanov, Aktam U. Burkhanov, Bunyod Usmonov +2

    MaqolaOchiq kirishMarket Dynamics and VolatilityEnergy202433 iqtibos
    ABI

  2. The volatility of global energy uncertainty: Renewable alternatives

    Cem Işık, Bekhzod Kuziboev, Serdar Ongan +3

    MaqolaMarket Dynamics and VolatilityEnergy20249 iqtibos
    ABI

  3. The Volatility Assessment of CO2 Emissions in Uzbekistan: ARCH/GARCH Models

    Bekhzod Kuziboev, Petra Vysušilová, Raufhon Salahodjaev +2

    MaqolaOchiq kirishEnergy, Environment, Economic GrowthInternational Journal of Energy Economics and Policy20238 iqtibos
    ABI

  4. The Volatility Spillover of Global Oil Price Uncertainty

    Kamil Pícha, Lucie Tichá, Sanat Chuponov +3

    MaqolaOchiq kirishMarket Dynamics and VolatilityInternational Journal of Energy Economics and Policy20244 iqtibos
    ABI

  5. Stochastic Volatility Models with Endogenous Breaks in Volatility Forecasting

    Akram Shavkatovich Hasanov, Salokhiddin Avazkhodjaev

    BobFinancial Risk and Volatility ModelingContributions to economics20224 iqtibos
    ABI

  6. Investigating the impact of geopolitical risks on the commodity futures

    Sokratis Mitsas, Petros Golitsis, Khurshid Khudoykulov

    MaqolaOchiq kirishMarket Dynamics and VolatilityCogent Economics & Finance20221 iqtibos
    ABI

  7. Comparison Results for GARCH Processes

    Fabio Bellini, Franco Pellerey, Carlo Sgarra +1

    PreprintOchiq kirishFinancial Risk and Volatility ModelingJournal of Applied Probability20120 iqtibos
    ABI

  8. Bootstrap for<i>U</i>-statistics: a new approach

    Sh. Olimjon Sharipov, Johannes Tewes, Martin Wendler

    MaqolaFinancial Risk and Volatility ModelingJournal of nonparametric statistics20160 iqtibos
    ABI

  9. Oil price volatility and stock returns: Evidence from three oil‐price wars

    Mushtaq Hussain Khan, Junaid Ahmed, Mazhar Mughal +1

    PreprintMarket Dynamics and VolatilityInternational Journal of Finance & Economics20220 iqtibos
    ABI

  10. An examination of the effects of the global financial crisis on the stock markets of BRICS countries

    Anvar Absamatov, Askar Absamatov

    MaqolaFinancial Risk and Volatility ModelingAIP conference proceedings20240 iqtibos
    ABI

  11. Medium-Term Forecasting Of Investment Portfolio Profitability

    Tursunkhodjayeva Shirin

    MaqolaOchiq kirishEconomic and Technological Developments in RussiaInternational Journal Of Management And Economics Fundamental20250 iqtibos
    ABI

  12. Energy Transition Pathways Involving Fossil Fuels and Low‐Carbon Technologies and Sustainable Finance

    Maoran He, Mohamed Djafar Henni, Kamel Si Mohammed +2

    MaqolaOchiq kirish20260 iqtibos
    ABI

  13. 855 Analyzing African gold markets: correlations with global assets and sentiment-driven dynamics

    Tesfahun Berhane, Henri Claver Jimbo

    Bob20260 iqtibos
    ABI

  14. 37520 Deep learning approach for stock price prediction and portfolio optimization

    Harry Ngoh Tebo, Henri Claver Jimbo, Pascaline Ndukum Liaken

    Bob20260 iqtibos
    ABI

  15. 41922 Modeling stock market index risk using a BVAR model with <i>α</i> -stable error distributions

    Jean Ltanwa, Didier Alain Njamen Njomen, Henri Claver Jimbo

    Bob20260 iqtibos
    ABI

  16. 1458 Value-at-risk and expected shortfall for a nonlinear portfolio with a mixture of dynamic copulas

    Boris Zourmba Tizi, Henri Claver Jimbo, Cyrille Audrey Nzotem Tchoumi +2

    Bob20260 iqtibos
    ABI