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...
Sábháilte in:
| Príomhchruthaitheoirí: | , , , , |
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| Formáid: | Artigo |
| Teanga: | Inglês |
| Foilsithe / Cruthaithe: |
Academica Brâncuşi
2022-12-01
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| Sraith: | Analele Universităţii Constantin Brâncuşi din Târgu Jiu : Seria Economie |
| Ábhair: | |
| Rochtain ar líne: | https://www.utgjiu.ro/revista/ec/pdf/2022-06/01_Baid.pdf |
| Clibeanna: |
Níl clibeanna ann, Bí ar an gcéad duine le clib a chur leis an taifead seo!
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