ARTICLE
|
doi:10.20944/preprints201901.0289.v1
Subject:
Computer Science And Mathematics,
Probability And Statistics
Keywords:
Exchange rate, Inflation rate; Gross Domestic Product, Broad Money, Monetary Policy, ARDL Cointegration
Online: 29 January 2019 (09:28:19 CET)
ARTICLE
|
doi:10.20944/preprints201903.0071.v1
Subject:
Computer Science And Mathematics,
Probability And Statistics
Keywords:
Returns, Stocks, Guaranty Trust (GT) Bank, Generalized Autoregressive Conditional Heteroskedasticity (GARCH), Persistence, Half-life, Volatility, Backtesting
Online: 6 March 2019 (10:40:29 CET)
ARTICLE
|
doi:10.20944/preprints201812.0043.v1
Subject:
Computer Science And Mathematics,
Probability And Statistics
Keywords:
volatility; returns; stocks; total petroleum; akaike information criterion (AIC), GARCH; value-at-risk (VaR), backtesting
Online: 4 December 2018 (03:16:48 CET)
ARTICLE
|
doi:10.20944/preprints201811.0552.v1
Subject:
Computer Science And Mathematics,
Probability And Statistics
Keywords:
Additive Outliers, Models, Simulation, Time Series length, R Software
Online: 22 November 2018 (14:56:57 CET)