ESTIMATING VOLATILITY CLUSTERING USING GJR-GARCH MODEL: A CASE STUDY FOR GERMAN STOCK MARKET
The purpose of this article is to concentrate on the stylized data in the financial series of the major index DAX of the German stock market. Moreover, we investigated the effects of positive and negative news on the volatility of the stock market of Germany, such as DAX index. One of the most fas...
Na minha lista:
| Principais autores: | , , , , |
|---|---|
| 格式: | Artigo |
| 語言: | Inglês |
| 出版: |
Academica Brâncuşi
2022-12-01
|
| 叢編: | Analele Universităţii Constantin Brâncuşi din Târgu Jiu : Seria Economie |
| 主題: | |
| 在線閱讀: | https://www.utgjiu.ro/revista/ec/pdf/2022-06/01_Baid.pdf |
| 標簽: |
沒有標簽, 成為第一個標記此記錄!
|