Volatility Estimation in the Dhaka Stock Exchange (DSE) returns by GARCH Models.
Documents
Idiosyncratic volatility and the housing market
Forecasting Volatility of the U.S. Oil Market
Nonparametric volatility density estimation
Trade Openness and Volatility
Estimation of the instantaneous volatility
Transmission of equity returns and volatility in Asian developed and emerging markets: a multivariate GARCH analysis
Project Report - FORECASTING VOLATILITY OF STOCK RETURNS WITH ARCH FORECASTING-PROJECT REPORT
A multifactor volatility Heston model
Time inhomogeneous multiple volatility modeling
An Empirical Investigation of Arima and Garch Models in Agricultural Price Forecasting
Pricing the WIG20 Index Options Using GARCH Models
The IGARCH e® ect: Consequences on volatility forecasting and option trading
MODELLING EXCHANGE RATE VOLATILITY OF THE GHANA CEDI TO THE US DOLLAR USING GARCH MODELS.
Estimating stochastic volatility diffusion using conditional moments of integrated volatility
Inflation, Volatility and Growth
Stochastic interest rate volatility modeling with a continuous-time GARCH(1, 1) model
Artificial Neural Network Models for Forecasting Global Oil Market Volatility
