Search Results - "GARCH."

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  1. 1

    Garch approach to modeling structural breaks of stock volatility by Rivero, Rachelle A.

    Published 2012
    Thesis


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  2. 2

    Money growth and velocity with structural breaks Evidence from the Philippines. by Baunto, Assad L.

    Article


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  3. 3

    Money growth and velocity with structural breaks evidence from the Philippines by Baunto, Assad L.

    Published in Philippine Management Review (2011)
    Article


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  4. 4

    Interest rate movements and inflation risk in the Philippines. by de la Cruz, Alma

    Article


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  5. 5

    Exchange rate volatility and agrocultural export in Iran (Using ARCH, GARCH Models) by Tabar, M. Hashemi

    Article


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  6. 6

    A note on the asymmetric effects of shocks on market return volatility The Philippine case. by Yu, Joel C.

    Article


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  7. 7

    A note on the asymmetric effects of shocks on market return volatility The Philippine case by Yu, Joel C

    Published in Philippine Management Review (2005)
    Article


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  8. 8

    Bilateral relationships between the Shanghai A and B shares stock markets Evidence from the B-share's opening to Chinese citizens. by Jung-Lieh Hsiao

    Article


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  9. 9

    An asymmetric block dynamic conditional correlation multivariates GARCH model by Vargas, Gregorio A.

    Published 2006
    Thesis


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  10. 10

    An asymmetric block dynamic conditional correlation multivariate GARCH model by Vargas, Gregorio A. III

    Published 2006
    Book


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