Capital Market Journal

Capital Markets are the cornerstone foundation of economies

COMMIDITIES GARCH MODELS GOLD PRICES MULTIVARIATE MODELS OIL PRICES

Multivariate Granger Causality among Oil prices, Gold prices, and KSE100: Evidence from Johansen Cointegration and GARCH Models

capitalmarketsjournal

LEAVE A RESPONSE Cancel reply

You must be logged in to post a comment.

ECONOMETRICS RESEARCH

FORECASTING EQUITY INDEX VOLATILITY: EMPIRICAL EVIDENCE FROM JAPAN,UK AND USA DATA

capitalmarketsjournal December 30, 2024

FX MARKET VOLATILITY

The many reasons why the British Pound can depreciate below parity against the USDollar

capitalmarketsjournal December 5, 2024

ARCH

Modelling conditional heteroskedasticity: Application to the “IBEX-35” stock-return index

capitalmarketsjournal April 14, 2024

ARCH

Estimating volatility of Inflation metrics, implementing MSE volatility, ARCH GARCH HS comparison

capitalmarketsjournal April 13, 2024