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Academic texts about GARCH
17 publications
A comparison between advanced Value at Risk models and their backtesting in different portfolios
Autor:in:
Christian Steinlechner (Author)
Subject:
Business economics - Miscellaneous
Category:
Master's Thesis , 2012 87 Pages , Grade: 1
Catalog Number:
204602
Price:
US$ 0.99
Application of ARMA and GARCH models to the daily gold and silver exchange prices in US dollar
Autor:in:
Van Anh Hoang (Author)
Subject:
Business economics - Banking, Stock Exchanges, Insurance, Accounting
Category:
Seminar Paper , 2016 33 Pages , Grade: 1,7
Catalog Number:
319861
Price:
US$ 19.99
Das ARCH-Modell zur Prognose der Volatilität des Goldpreises
Autor:in:
Alexander Kloska (Author)
Subject:
Economics - Finance
Category:
Term Paper , 2017 154 Pages , Grade: 1,7
Catalog Number:
371214
Price:
US$ 17.99
Der Einfluss von Exchange-Traded Funds auf Aktienmärkte
Autor:in:
Moritz Wiebke (Author)
Subject:
Business economics - Investment and Finance
Category:
Bachelor Thesis , 2017 46 Pages , Grade: 1,0
Catalog Number:
493743
Price:
US$ 21.99
Empirical investigation of internal and external shocks on exchange rate volatility in Nigeria
Evidence from GARCH (1 1) forecasting technique
Autor:in:
Ugwuja Chinonso Oliver (Author)
Subject:
Economics - Case Scenarios
Category:
Bachelor Thesis , 2017 90 Pages , Grade: 2.1
Catalog Number:
457704
Price:
US$ 42.99
Empirische Analyse ausgewählter Value-at-Risk Ansätze zur Abschätzung des Marktpreisrisikos
Autor:in:
Daniel Wagenknecht (Author)
Subject:
Business economics - Investment and Finance
Category:
Master's Thesis , 2012 105 Pages , Grade: 1,7
Catalog Number:
195777
Price:
US$ 42.99
Exploring the characteristics of risk at the Istanbul Stock Exchange
Autor:in:
Samir Huseynov (Author)
Subject:
Economics - Finance
Category:
Research Paper (postgraduate) , 2010 10 Pages , Grade: none
Catalog Number:
188823
Price:
US$ 6.99
Gegenüberstellung von Forecast-Modellen für den Seefrachttransport. Analyse des Trades zwischen Brasilien und Europa
Autor:in:
Onur Güldali (Author)
Subject:
Economics - Statistics and Methods
Category:
Term Paper , 2017 19 Pages , Grade: 1,7
Catalog Number:
1006324
Price:
US$ 18.99
Intervention and Foreign Exchange Volatility. New evidence from Developed and Emerging Countries
Autor:in:
Marvin Arras (Author)
Subject:
Economics - Finance
Category:
Master's Thesis , 2017 43 Pages , Grade: 2:1
Catalog Number:
387544
Price:
US$ 21.99
Modellierung des Dow Jones Transportation Average Index mit Hilfe von GARCH-Modellen
Autor:in:
Thaddäus Weißhaar (Author)
Subject:
Business economics - Banking, Stock Exchanges, Insurance, Accounting
Category:
Bachelor Thesis , 2021 55 Pages , Grade: 1.3
Catalog Number:
1027008
Price:
US$ 21.99
Multivariate GARCH models. The time varying variance-covariance for the exchange rate
Autor:in:
Tekle Bobo (Author)
Subject:
Business economics - Banking, Stock Exchanges, Insurance, Accounting
Category:
Literature Review , 2020 32 Pages
Catalog Number:
950200
Price:
US$ 17.99
Multivariates GARCH Modell -BEKK
Autor:in:
Irina Götsch (Author)
Subject:
Business economics - General
Category:
Term Paper (Advanced seminar) , 2005 22 Pages , Grade: 1,3
Catalog Number:
46291
Price:
US$ 20.99
Optionsbepreisung für Garch-Prozesse
Autor:in:
Felix Paape (Author)
Subject:
Business economics - Banking, Stock Exchanges, Insurance, Accounting
Category:
Diploma Thesis , 2010 61 Pages
Catalog Number:
154065
Price:
US$ 34.99
Testen der Effizienzmarkthypothese in den Transformationsländern Polen und Ungarn mittels GARCH-Modellen
Autor:in:
Philipp Herzig (Author)
Subject:
Business economics - Offline Marketing and Online Marketing
Category:
Seminar Paper , 2011 44 Pages , Grade: 1,0
Catalog Number:
171282
Price:
US$ 0.99
The Volatility In Financial Markets During The Covid-19 Pandemic
An Empirical GARCH Analysis
Autor:in:
Niklas Humann (Author)
Subject:
Business economics - Market research
Category:
Essay , 2022 26 Pages , Grade: 1.3
Catalog Number:
1192934
Price:
US$ 18.99
Value-at-Risk Bestimmung unter Anwendung von multivariaten GARCH-Modellen
Autor:in:
Dipl. Kfm Quang Huy Tran (Author)
Subject:
Business economics - Investment and Finance
Category:
Diploma Thesis , 2010 83 Pages , Grade: 1,7
Catalog Number:
176089
Price:
US$ 42.99
Vergleich von alternativen Verfahren zur Berechnung des Value-at-Risk anhand internationaler Aktienindizes
Autor:in:
Max Okhotnikov (Author)
Subject:
Business economics - Banking, Stock Exchanges, Insurance, Accounting
Category:
Bachelor Thesis , 2011 59 Pages , Grade: 1,3
Catalog Number:
205861
Price:
US$ 21.99
