المؤلفون: Kaur, Manjinder¹, Kulaar, Navpreet²

المصدر: ACADEMICIA: An International Multidisciplinary Research Journal 14(4):52-57. 2024

المؤلفون: Sunita^{1, 4}, Prakash, Anshika², Gupta, Ritu³

المصدر: Parikalpana KIIT Journal of Management 19(2):110-127. 2023

المؤلفون: Samuel Tabot Enow

المصدر: Journal of Economic and Social Development (Varaždin), Vol 10, Iss 02, Pp 01-05 (2023)

مصطلحات موضوعية: volatility clustering, garch model, arch model, financial markets., Business, HF5001-6182

وصف الملف: electronic resource

العلاقة: https://www.jesd-online.com/articles/exploringTest-volatility-clustering-financial-markets-and-its-implication.pdf; https://doaj.org/toc/1849-3327Test

الوصول الحر: https://doaj.org/article/766dc1285c3c40a38621bc0976775b8dTest

المؤلفون: Kisswell Basira, Lawrence Dhliwayo, Knowledge Chinhamu, Retius Chifurira, Florence Matarise

المصدر: Risks, Vol 12, Iss 5, p 73 (2024)

مصطلحات موضوعية: dual long memory, heavy-tailed distribution, leverage effect, volatility clustering, non-negativity, Insurance, HG8011-9999

وصف الملف: electronic resource

العلاقة: https://www.mdpi.com/2227-9091/12/5/73Test; https://doaj.org/toc/2227-9091Test

الوصول الحر: https://doaj.org/article/0ec66f99e464426984d03273d7b3d571Test

المؤلفون: Rasa Bruzgė, Jurgita Černevičienė, Alfreda Šapkauskienė, Aida Mačerinskienė, Saulius Masteika, Kęstutis Driaunys

المصدر: Journal of Business Economics and Management, Vol 24, Iss 3 (2023)

مصطلحات موضوعية: cryptocurrency, risk measures, volatility clustering, stylized facts, value-at-risk, expected shortfall, Business, HF5001-6182

وصف الملف: electronic resource

العلاقة: https://mla.vgtu.lt/index.php/JBEM/article/view/19118Test; https://doaj.org/toc/1611-1699Test; https://doaj.org/toc/2029-4433Test

الوصول الحر: https://doaj.org/article/fc160a8b6b7742d5909643758ff1c8efTest

المؤلفون: Laura Arenas, Anna María Gil-Lafuente, Josefa Boria Reverter

المصدر: Technological and Economic Development of Economy, Vol 29, Iss 4 (2023)

مصطلحات موضوعية: banking, disruptive technology, volatility, Factor model, Markov heteroscedastic regime switching, volatility clustering, Economic growth, development, planning, HD72-88, Business, HF5001-6182

وصف الملف: electronic resource

العلاقة: https://jbem.vgtu.lt/index.php/TEDE/article/view/18976Test; https://doaj.org/toc/2029-4913Test; https://doaj.org/toc/2029-4921Test

الوصول الحر: https://doaj.org/article/4dc73f36df004bed9d5d656ebc7c3642Test

المؤلفون: RACHANA BAID, CRISTI SPULBAR, JATIN TRIVEDI, RAMONA BIRAU, ANCA IOANA IACOB (TROTO)

المصدر: Analele Universităţii Constantin Brâncuşi din Târgu Jiu : Seria Economie, Iss 6, Pp 4-10 (2022)

مصطلحات موضوعية: gjr-garch model, developed stock market, volatility clustering, stock returns, positive news, negative news, Commercial geography. Economic geography, HF1021-1027, Economics as a science, HB71-74

وصف الملف: electronic resource

العلاقة: https://www.utgjiu.ro/revista/ec/pdf/2022-06/01_Baid.pdfTest; https://doaj.org/toc/1844-7007Test

الوصول الحر: https://doaj.org/article/7bcea17c4f9e4342bcd92c6c0bda6437Test

المؤلفون: Mohamed Saidane

المصدر: Statistika: Statistics and Economy Journal, Vol 102, Iss 4, Pp 454-470 (2022)

مصطلحات موضوعية: factor analysis, volatility clustering, hidden markov models, viterbi-em algoritm, portfolio´s value-at-risk, Statistics, HA1-4737

وصف الملف: electronic resource

العلاقة: https://www.czso.cz/documents/10180/167607761/32019722q4_454-470_saidane_analyses.pdf/76df27ce-8db6-4357-95f0-74c5c4252135?version=1.3Test; https://doaj.org/toc/0322-788XTest; https://doaj.org/toc/1804-8765Test

الوصول الحر: https://doaj.org/article/2c1aec540a034fbea4b14e9e0ecc06abTest

المؤلفون: Katleho Makatjane, Ntebogang Moroke

المصدر: Data Science in Finance and Economics, Vol 2, Iss 3, Pp 294-320 (2022)

مصطلحات موضوعية: anomalies, fat-tail, markov-switching, seasonality, south africa, volatility clustering, Finance, HG1-9999, Statistics, HA1-4737

وصف الملف: electronic resource

العلاقة: https://doaj.org/toc/2769-2140Test

الوصول الحر: https://doaj.org/article/7e1be39f37eb40e2be17dd02ceaf8108Test

المؤلفون: Joshua Traut, Wolfgang Schadner

مصطلحات موضوعية: Financial Stability, Tail Risk, Autocorrelation, Volatility Clustering, Heavy Tails, Risk Management

وصف الملف: application/pdf

العلاقة: https://www.alexandria.unisg.ch/handle/20.500.14171/117505Test

الإتاحة: https://doi.org/20.500.14171/117505Test
https://doi.org/10.2139/ssrn.4410908Test
https://www.alexandria.unisg.ch/handle/20.500.14171/117505Test
https://hdl.handle.net/20.500.14171/117505Test