ARTICLE
|
doi:10.20944/preprints202003.0465.v1
Subject:
Computer Science And Mathematics,
Probability And Statistics
Keywords:
inflation; exchange rates; heteroskedasticity; Granger causality; copula, bivariate; volatility clustering
Online: 31 March 2020 (22:45:00 CEST)
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/preprints201612.0137.v1
Subject:
Business, Economics And Management,
Econometrics And Statistics
Keywords:
cross-sectional heteroskedasticity; model specification strategy; Sargan-Hansen (incremental) tests; variants of t-tests; weighting matrices; Windmeijer-correction
Online: 29 December 2016 (07:32:36 CET)