• No results found

Implementation of the Estimating Functions Approach in Asset Returns Volatility Forecasting Using First Order Asymmetric GARCH Models

N/A
N/A
Protected

Academic year: 2020

Share "Implementation of the Estimating Functions Approach in Asset Returns Volatility Forecasting Using First Order Asymmetric GARCH Models"

Copied!
9
0
0

Loading.... (view fulltext now)

Full text

Loading

Figure

Figure 1. Time plot of the estimated conditional variance in (4).
Figure 2. Time plot of the estimated conditional variance in (5).
Figure 5. Time plot of the daily squared returns for the S&P 500 index.
Figure 6. Time plot of the daily squared returns for the Nikkei 225 index.
+3

References

Related documents

The Geelong Public Health & Wellbeing Plan 2013-2017 describes the ways in which the City of Greater Geelong will work to positively impact on the health of our local

For our younger customers our chef has prepared a special menu, ask the waiter * For groups with more than 6 people a service charge of 10% is. added to

As already noted regarding the outlook for pig meat demand, in western EU Member States the projected increase in poultry domestic use is often supported by population

• Some are easy to understand in and to find examples, others are less immediate, easy to understand in theory, but hard to come up with an example.. Dimensions

The argument set forth in this paper asserts that the attempts by British Officials to effectively respond to the consequences of the emergence of shell-shock as a

windows; MAC; Linux windows The more operating systems are supported, the more flexible it is when users watch the video (they can do this on Windows/MAC/Linux based

The Institute for International Monetary Affairs (IIMA) decided to newly compile a Global Market Volatility Index (IIMA-GMVI) that measures global investors’ appetite or tolerance for

• We either collect imagery from different candidate sensors or we collect imagery from standard systems to apply image processing algorithms to either determine absolute