Showing 1 - 7 results of 7 for search '"T-GARCH Model"', query time: 0.02s Refine Results
  1. 1

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

    Published 2012
    Thesis

    Garch approach to modeling structural breaks of stock volatility
  2. 2

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

    Article

    Exchange rate volatility and agrocultural export in Iran (Using ARCH, GARCH Models)
  3. 3

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

    Published 2006
    Book

    An asymmetric block dynamic conditional correlation multivariate GARCH model
  4. 4

    Forecasting the volatility of Philippine inflation using GARCH models by Ramon, Haydee Lopez

    Published 2006
    Thesis

    Forecasting the volatility of Philippine inflation using GARCH models
  5. 5

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

    Published 2006
    Thesis

    An asymmetric block dynamic conditional correlation multivariates GARCH model
  6. 6

    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

    A note on the asymmetric effects of shocks on market return volatility The Philippine case
  7. 7

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

    Article

    A note on the asymmetric effects of shocks on market return volatility The Philippine case.

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