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Search for publications relevant for "conditional volatility"
conditional volatility
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Person
Publication
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publication
Value at Risk forecasting with the ARMA-GARCH family of models in times of increased volatility
Publication without faculty affiliation
publication
Estimating the volatility of electricity prices : the case of the England and Wales wholesale electricity market
2013 |
Faculty of Mathematics and Physics, Faculty of Social Sciences, Centre for Economic Research and Graduate Education
publication
VaR Forecasting in Times of Increased Volatility
2011 |
Faculty of Mathematics and Physics, Faculty of Social Sciences
publication
The Impact of German Macroeconomic News on Emerging European Forex Markets
2018 |
Faculty of Social Sciences
publication
Renewable Energy Financial Modelling: A China Case Study
Publication without faculty affiliation
publication
Renewable Energy Financial Modelling: The Chinese Stock Price Case
2021 |
Faculty of Social Sciences
publication
Recursive Estimation of Volatility for High Frequency Financial Data
2021 |
Faculty of Mathematics and Physics
publication
Determinants and effectiveness of foreign exchange market intervention in Georgia
+1
2011 |
Faculty of Mathematics and Physics, Faculty of Social Sciences, Centre for Economic Research and Graduate Education
publication
The impact of German macroeconomic data announcements on the Czech financial market
Publication without faculty affiliation
publication
Between the hammer and the anvil: The impact of economic sanctions and oil prices on Russia's ruble
2016 |
Faculty of Social Sciences