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1-10 of 49 results for EGARCH Model

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Select article: Spillover effects of geopolitical risks on global energy markets: Evidence from CoVaR and CAViaR-EGARCH model

Open access

Research article

First published 2024-3

Spillover effects of geopolitical risks on global energy markets: Evidence from CoVaR and CAViaR-EGARCH model

Yu Zhao, Linbo Chen, Yu Zhang

Energy Exploration & Exploitation

Select article: Modelling Daily CER Price Volatility in European Energy Exchange: Evidence from MSARIMA-EGARCH Model

Retricted access

Research article

First published 2013-12

Modelling Daily CER Price Volatility in European Energy Exchange: Evidence from MSARIMA-EGARCH Model

Nimisha Kapoor

Vision: The Journal of Business Perspective

Select article: Modelling and Forecasting of Price Volatility: An Application of GARCH and EGARCH Models §

Retricted access

Research article

First published 2015-6

Modelling and Forecasting of Price Volatility: An Application of GARCH and EGARCH Models §

Achal Lama, Girish K. Jha, Ranjit K. Paul [...]

Agricultural Economics Research Review

Select article: Volatility Behaviour of the Foreign Exchange Rate and Transmission Among Central and Eastern European Countries: Evidence from the EGARCH Model

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Research article

First published 2021-2

Volatility Behaviour of the Foreign Exchange Rate and Transmission Among Central and Eastern European Countries: Evidence from the EGARCH Model

Ngo Thai Hung

Global Business Review

Select article: Pricing Efficiency in CNX Nifty Index Options Using the Black–Scholes Model: A Comparative Study of Alternate Volatility Measures

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Research article

First published 2016-5

Pricing Efficiency in CNX Nifty Index Options Using the Black–Scholes Model: A Comparative Study of Alternate Volatility Measures

Tanuj Nandan, Puja Agrawal

Margin: The Journal of Applied Economic Research

Select article: The Impact of Market-wide Volatility on Time-varying Risk: Evidence from Qatar Stock Exchange

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Research article

First published 2018-8

The Impact of Market-wide Volatility on Time-varying Risk: Evidence from Qatar Stock Exchange

Hisham Al Refai, Gazi Mainul Hassan

Journal of Emerging Market Finance

Select article: Return and Volatility Spillover in Equity and Commodity Market: Some Indian Evidence

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Research article

First published 2024-10

Return and Volatility Spillover in Equity and Commodity Market: Some Indian Evidence

Tapas Kumar Sethy, Naliniprava Tripathy

The Indian Economic Journal

Select article: Stock Returns and Asymmetric Volatility Spillover Dynamics Between Asian Emerging Markets

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Research article

First published 2021-10

Stock Returns and Asymmetric Volatility Spillover Dynamics Between Asian Emerging Markets

Umm E Habiba, Shen Peilong, Kashif Hamid [...]

Global Business Review

Select article: Domestic and International Information Linkages between Gold Spot and Futures Markets: An Empirical Study for India

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Research article

First published 2018-6

Domestic and International Information Linkages between Gold Spot and Futures Markets: An Empirical Study for India

Mala Dutt, Sanjay Sehgal

Metamorphosis: A Journal of Management Research

Select article: Stock Market Reaction to Mega-Sport Events: Evidence from South Africa and Morocco

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Research article

First published 2019-11

Stock Market Reaction to Mega-Sport Events: Evidence from South Africa and Morocco

Thabo J. Gopane, Reggy M. Mmotla

International Journal of Sport Finance

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