HomepageARCHModelling conditional heteroskedasticity: Application to the “IBEX-35” stock-return indexModelling conditional heteroskedasticity: Application to the “IBEX-35” stock-return indexcapitalmarketsjournalLEAVE A RESPONSE Cancel replyYou must be logged in to post a comment. Post navigationPrevious PostEstimating volatility of Inflation metrics, implementing MSE volatility, ARCH GARCH HS comparison Next PostInvestments in the Economy amount to tangible output production. Speculative stocks are not You Might Also Like FX MARKET VOLATILITY The many reasons why the British Pound can depreciate below parity against the USDollar capitalmarketsjournal December 5, 2024 ARCH Estimating volatility of Inflation metrics, implementing MSE volatility, ARCH GARCH HS comparison capitalmarketsjournal April 13, 2024 ECONOMETRICS RESEARCH Forecasting Volatility in Asianand European Stock Marketswith Asymmetric GARCHModels capitalmarketsjournal December 30, 2024 ECONOMETRICS RESEARCH FORECASTING EQUITY INDEX VOLATILITY: EMPIRICAL EVIDENCE FROM JAPAN,UK AND USA DATA capitalmarketsjournal December 30, 2024
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