ARTICLES

Filter  
Active filters 0
Remove
  

Refine your searches by:

Collections
Economy
Administration - Business
Industrial engineer
Botany
Biology
Political Sciences
Computing
Mechanical Engineering
Mathematics
Agronomy and forestry
all records (15)

Languages
English

Countries
Indonesia
USA
Bosnia Herzegovina
Ecuador
Mexico
Colombia
Spain
Romania
South Africa
Turkey, Turkish Republic

Years
2023
2022
2021
2020
2019
2016
2015
2014
2013
2012
all records (13)

Filter  
 
22  Articles
1 of 3 pages  |  10  records  |  more records»
Proponemos un modelo ARCH de tipo TGARCH con una distribución t de Student asimétrica. El mismo se construye usando la metodología de Fernández y Steel (1998) y el modelo TGARCH tradicional desarrollado por Zakoian (1994). El modelo se usa para describir ... see more

Proponemos un modelo ARCH de tipo TGARCH con una distribución t de Student asimétrica. El mismo se construye usando la metodología de Fernández y Steel (1998) y el modelo TGARCH tradicional desarrollado por Zakoian (1994). El modelo se usa para describir ... see more

This paper aims to study characteristics of exchange rate volatility of (EUR/USD) and (GBP/USD) using daily closing prices for two time periods, sub-period form (1 January 2015 until 15 may 2020) and full period from(1 January 2010 until 15 may 2020). Th... see more

The purpose of this research were to know (1) the best model among TGARCH model and EGARCH model on predicting JCI value in BEI (2) the results forecasting JCI value in BEI using the best model for a few days later. This reseacrh focused on analysis of TG... see more

Esta investigación presenta un estudio comparativo de los rendimientos cambiarios latinoamericanos, en el que se usó la metodología de cointegración de Johansen y los modelos asimétricos TGARCH y EGARCH. Los resultados indican que las volatilidades de los... see more

This study examines the impact of rupiah exchange rate movement to the stock market performance in Indone-sia, using a dailytime series data from January 2013-December, 15, 2015. Data shows that the characteristic of volatility clustering (heteroskedastic... see more

Agricultural sector plays an important role in Indonesia’s economy; especially for the plantation sub-sector contributing high revenues to Indonesia’sexporting sectors. The primary agricultural commodities in Indonesian export discussed in this study woul... see more

1 of 3 pages  |  10  records  |  more records»