Showing 1 - 3 results of 3 for search '"GARCH model"', query time: 0.05s Refine Results
  1. 1
    A Note on Natural Gas Price Transmission from TTF to Other European Hubs

    A Note on Natural Gas Price Transmission from TTF to Other European Hubs by Michał Rubaszek

    Published 2024-12-01
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  2. 2
    Exploring the Dynamics of Brent Crude Oil, S&P500 and Bitcoin Prices Amid Economic Instability

    Exploring the Dynamics of Brent Crude Oil, S&P500 and Bitcoin Prices Amid Economic Instability by Adela Bara, Irina Alexandra Georgescu, Simona-Vasilica Oprea, Marian Pompiliu Cristescu

    Published 2024-01-01
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  3. 3
    Examining the Leverage Effect, Dynamic Conditional Correlation, and Volatility Spillover Among Selected Indices of the Tehran Stock Exchange: Evidence from the ARMA-DCC-GJR-GARCH Model

    Examining the Leverage Effect, Dynamic Conditional Correlation, and Volatility Spillover Among Selected Indices of the Tehran Stock Exchange: Evidence from the ARMA-DCC-GJR-GARCH M... by Gholamhosein Golarzi, Seyed Ramin Abolfazli

    Published 2024-03-01
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