HomepageCOMMIDITIESMultivariate Granger Causality among Oil prices, Gold prices, and KSE100: Evidence from Johansen Cointegration and GARCH ModelsCOMMIDITIES GARCH MODELS GOLD PRICES MULTIVARIATE MODELS OIL PRICESMultivariate Granger Causality among Oil prices, Gold prices, and KSE100: Evidence from Johansen Cointegration and GARCH ModelscapitalmarketsjournalPosted on March 30, 2024Tagged:GARCH MODELSGOLD PRICESMULTIVARIARE MODELSOIL PRICESLEAVE A RESPONSE Cancel replyYou must be logged in to post a comment. Post navigationPrevious PostNavigating Credit Spreads: Understanding Yield Curve Volatility and Fiscal Deficit Risks Next PostLove and Unity: Aristophanes’ Myth of Eros in Plato’s Symposium You Might Also Like 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
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