المؤلفون: K, Kokila., author, Saleem, Shaik, author

المصدر: Modeling Economic Growth in Contemporary India

URL الوصول: http://www.emeraldinsight.com/doi/10.1108/978-1-80382-751-320241004

المؤلفون: 张璐1，刘成2，冯中朝1,3 ZHANG Lu1, LIU Cheng2, FENG Zhongchao1

المصدر: Zhongguo youzhi, Vol 49, Iss 5, Pp 14-20 (2024)

مصطلحات موضوعية: 油料产业链；均值溢出效应；波动溢出效应；var-bekk-garch(1, oilseed industry chain, mean spillover effect, volatility spillover effect, var-bekk-garch(1，1) model, Oils, fats, and waxes, TP670-699

وصف الملف: electronic resource

Relation: http://tg.chinaoils.cn/zgyz/ch/reader/create_pdf.aspx?file_no=20240503&flag=1; https://doaj.org/toc/1003-7969

URL الوصول: https://doaj.org/article/ea33da17ec4047e89a3b801344a3d740

المؤلفون: Chun-xiao Wang, Kai Xu

المصدر: Journal of Risk Analysis and Crisis Response (JRACR), Vol 13, Iss 4-4, Pp 288-300 (2023)

مصطلحات موضوعية: credit risk, garch(1，1), genetic algorithm, kmv model, real estate industry, Engineering (General). Civil engineering (General), TA1-2040, Risk in industry. Risk management, HD61

وصف الملف: electronic resource

Relation: https://doaj.org/toc/2210-8491; https://doaj.org/toc/2210-8505

URL الوصول: https://doaj.org/article/d60d3160cf714e909a3ef2c7e0ff6300

المؤلفون: Rahmadani, Peni, Manurung, Adler Haymans

المصدر: Jurnal Indonesia Sosial Teknologi; Vol. 5 No. 11 (2024): Jurnal Indonesia Sosial Teknologi; 4815-4825 ; 2745-5254 ; 2723-6609 ; 10.59141/jist.v5i11

مصطلحات موضوعية: Risk Premium, Return Pasar, COVID-19, GARCH (1,1)

وصف الملف: application/pdf; text/html

Relation: https://jist.publikasiindonesia.id/index.php/jist/article/view/7023/2596; https://jist.publikasiindonesia.id/index.php/jist/article/view/7023/2597; https://jist.publikasiindonesia.id/index.php/jist/article/view/7023

الاتاحة: https://jist.publikasiindonesia.id/index.php/jist/article/view/7023
https://doi.org/10.59141/jist.v5i11.7023

المؤلفون: Tran, Thi Bich Ngoc, Pham, Hoang Cam Huong, Bui, Thanh Cong

المساهمون: University of Economics, Hue University, Vietnam, School of Economics, Finance and Marketing, College of Business and Law, RMIT University, Australia

المصدر: Journal of Infrastructure, Policy and Development; Vol 8, No 7 (2024); 4847 ; 2572-7931 ; 2572-7923

مصطلحات موضوعية: Social Sciences, government’s responses, COVID-19, ASEAN countries, GARCH(1,1), stock market performance, Economics

جغرافية الموضوع: Six most impacted countries in ASEAN, as identified by Reporting ASEAN as of August 28, in Vietnam, the Philippines, Thailand, Indonesia, Singapore, and Malaysia

Time: From 1st February 2020 to 31st March 2022, Six most impacted countries in ASEAN, as identified by Reporting ASEAN as of August 28, 2021, in Vietnam, the Philippines, Thailand, Indonesia, Singapore, and Malaysia

وصف الملف: application/pdf

Relation: https://systems.enpress-publisher.com/index.php/jipd/article/view/4847/3226; https://systems.enpress-publisher.com/index.php/jipd/article/view/4847

الاتاحة: https://systems.enpress-publisher.com/index.php/jipd/article/view/4847
https://doi.org/10.24294/jipd.v8i7.4847

المؤلفون: Xingchen Lv, Weijun Lin, Jun Meng, Linan Mo

المصدر: Mathematics, Vol 12, Iss 4, p 539 (2024)

مصطلحات موضوعية: network public opinion, small-scale agricultural products, VAR-BEKK-GARCH(1,1) model, spillover index, Mathematics, QA1-939

Relation: https://www.mdpi.com/2227-7390/12/4/539; https://doaj.org/toc/2227-7390; https://doaj.org/article/b8d1585a8c9845eba66949dea31f721b

الاتاحة: https://doi.org/10.3390/math12040539
https://doaj.org/article/b8d1585a8c9845eba66949dea31f721b

المؤلفون: Edosa Getachew Taera, Budi Setiawan, Adil Saleem, Andi Sri Wahyuni, Daniel K.S. Chang, Robert Jeyakumar Nathan, Zoltan Lakner

المصدر: Journal of Open Innovation: Technology, Market and Complexity, Vol 9, Iss 3, Pp 100116- (2023)

مصطلحات موضوعية: Portfolio innovation, Volatility, GARCH (1,1), Islamic and ESG index, Fintech index, Management. Industrial management, HD28-70, Business, HF5001-6182

وصف الملف: electronic resource

Relation: http://www.sciencedirect.com/science/article/pii/S2199853123002184; https://doaj.org/toc/2199-8531

URL الوصول: https://doaj.org/article/f3f4ca2e11c34eb8bb2ea9660248ef0a

المؤلفون: Ibrahim Bello Abdullahi, Stephen Alaba John

المصدر: iRASD Journal of Management, Vol 5, Iss 2 (2023)

مصطلحات موضوعية: Cryptocurrency Volatility, Stock Market Performance, GARCH (1,1), Business, HF5001-6182, Production management. Operations management, TS155-194

وصف الملف: electronic resource

Relation: https://www.journals.internationalrasd.org/index.php/jom/article/view/1314; https://doaj.org/toc/2709-8443; https://doaj.org/toc/2709-8451

URL الوصول: https://doaj.org/article/d7083acc94ea451e856362d4bbd7dd69

المؤلفون: Fonseca, João Miguel Lucas da

المساهمون: Gonçalves, Rui Alexandre Henriques, RUN

مصطلحات موضوعية: Correlation, Covid-19, Financial crisis, GARCH (1,1), Gross Domestic Product, H1N1, Pandemic, Pearson´s Correlation Coefficient, SAS, Stock Market, Volatility

وصف الملف: application/pdf

الاتاحة: http://hdl.handle.net/10362/134920

المؤلفون: Ume Salma, Akbar, Niaz Ahmed, Bhutto

المصدر: International Research Journal of Management and Social Sciences, 4(3), 211-224, (2023-09-30)

مصطلحات موضوعية: Efficient Market Hypothesis, Unit Root Test, GARCH (1,1), Variance Test Ratio

Relation: https://doi.org/10.5281/zenodo.10498036; https://doi.org/10.5281/zenodo.10498037; oai:zenodo.org:10498037

الاتاحة: https://doi.org/10.5281/zenodo.10498037

المؤلفون: Sunitha Kumaran

المصدر: Cogent Economics & Finance, Vol 10, Iss 1 (2022)

مصطلحات موضوعية: downside risk, var, student-t, log normal, historical simulation, ewma, garch(1,1), Finance, HG1-9999, Economic theory. Demography, HB1-3840

وصف الملف: electronic resource

Relation: https://doaj.org/toc/2332-2039

URL الوصول: https://doaj.org/article/7377e19caa7e4bb2a98aaf477fec4f55

المؤلفون: Manivannan Babu, A. Antony Lourdesraj, Gayathri Jayapal, G. Indhumathi, J. Sathya

المصدر: International Journal of Energy Economics and Policy, Vol 12, Iss 4 (2022)

مصطلحات موضوعية: COVID-19, NIFTY Energy, GARCH (1,1), Environmental sciences, GE1-350, Energy industries. Energy policy. Fuel trade, HD9502-9502.5

وصف الملف: electronic resource

Relation: https://econjournals.com/index.php/ijeep/article/view/13171; https://doaj.org/toc/2146-4553

URL الوصول: https://doaj.org/article/5c72050c2c174e928db832b0b6d5044a

المؤلفون: Hrvoje Jošić, Berislav Žmuk

المصدر: Ekonomski Vjesnik, Vol 34, Iss 2, Pp 431-442 (2021)

مصطلحات موضوعية: stock market volatility, GARCH (1,1), American and European stock markets, Croatia, Social Sciences, Economics as a science, HB71-74

وصف الملف: electronic resource

Relation: https://hrcak.srce.hr/file/392364; https://doaj.org/toc/0353-359X; https://doaj.org/toc/1847-2206

URL الوصول: https://doaj.org/article/ac22b3f85d2f439b8f1494262dcbe72b

المؤلفون: Omran, Hayan

المساهمون: Karanasos, M., Kartsaklas, A.

مصطلحات موضوعية: 332.64, Garch (1,1) model, Univariate arfirma-figarch model, Bivariate arfima-figarch model, Causality

URL الوصول: http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.687665

المؤلفون: Supanee Harnphattananusorn

المصدر: International Journal of Energy Economics and Policy, Vol 12, Iss 1 (2022)

مصطلحات موضوعية: Exchange rate volatility, GARCH (1,1), Asymmetric, Non-linear Auto-Regressive Distribution Lag, Oil price, Environmental sciences, GE1-350, Energy industries. Energy policy. Fuel trade, HD9502-9502.5

وصف الملف: electronic resource

Relation: https://econjournals.com/index.php/ijeep/article/view/11940; https://doaj.org/toc/2146-4553

URL الوصول: https://doaj.org/article/2926b566513a41c2b539ab644bb42630

المؤلفون: Hu, Xiaoyu

مصطلحات موضوعية: ddc:650, Equity REITs, Macroeconomic risks, VAR, GARCH(1,1)

Relation: Journal: Junior Management Science (JUMS); Volume: 7; Year: 2022; Issue: 4; Pages: 874-898; https://hdl.handle.net/10419/295005; RePEc:zbw:jumsac:295005

الاتاحة: https://hdl.handle.net/10419/295005
https://doi.org/10.5282/jums/v7i4pp874-898

المؤلفون: Keliuotyte-Staniuleniene, Greta, Kviklis, Julius

مصطلحات موضوعية: ddc:330, COVID-19 pandemic, GARCH (1,1) model, impulse response functions, market volatility, stock index, stock market

Relation: gbv-ppn:1786633507; Journal: Economies; Volume: 10; Year: 2022; Issue: 1; Pages: 1-32; Basel: MDPI; http://hdl.handle.net/10419/257366

الاتاحة: http://hdl.handle.net/10419/257366
https://doi.org/10.3390/economies10010003

المؤلفون: Lubis, Iman, Syamruddin, Syamruddin, Sopandi, Andi

المصدر: Indonesian Financial Review; Vol. 2 No. 1 (2022); 1-14 ; 2807-3886 ; 10.55538/ifr.v2i1

مصطلحات موضوعية: IDXNONCYC, Co-skewness, Co-kurtosis, GARCH (1,1)

وصف الملف: application/pdf

Relation: https://ypppal-amsi.or.id/penelitian/index.php/IFR/article/view/11/53; https://ypppal-amsi.or.id/penelitian/index.php/IFR/article/view/11

الاتاحة: https://ypppal-amsi.or.id/penelitian/index.php/IFR/article/view/11

المؤلفون: N, Dileep, Kotreshwar, G.

المصدر: Gyan Management Journal; Vol. 16 No. 2 (2022): Gyan Managment Journal, (Jul-Dec), 2022; 47-54 ; 0974-7621

مصطلحات موضوعية: Rainfall index, NSE Nifty index, GARCH (1,1) model, Granger Causality test and Distinct asset

وصف الملف: application/pdf

Relation: https://acspublisher.com/journals/index.php/gmj/article/view/3324/3251; https://acspublisher.com/journals/index.php/gmj/article/view/3324

الاتاحة: https://acspublisher.com/journals/index.php/gmj/article/view/3324
https://doi.org/10.48165/gmj.2022.16.2.7

المؤلفون: Salmanov Oleg N., Babina Natalia V., Samoshkina Marina V., Drachena Irina P., Salmanova Irina P.

المصدر: Ekonomski Anali, Vol 65, Iss 227, Pp 67-94 (2020)

مصطلحات موضوعية: volatility, correlation, bekk-garch (1,1) model, dcc-garch model, ccc-garch model, russia, developed markets, Economic growth, development, planning, HD72-88

وصف الملف: electronic resource

Relation: https://doaj.org/toc/0013-3264; https://doaj.org/toc/1820-7375

URL الوصول: https://doaj.org/article/3b7414a6f5be4574924a1044cf8f58ad