Matches in SemOpenAlex for { <https://semopenalex.org/work/W2212885536> ?p ?o ?g. }
Showing items 1 to 77 of
77
with 100 items per page.
- W2212885536 endingPage "310" @default.
- W2212885536 startingPage "302" @default.
- W2212885536 abstract "Financial series tend to be characterized by volatility and this characteristic affects both financial series of developed markets and emerging markets. Because of the emerging markets have provided major investment opportunities in last decades their volatility has been widely investigated in the literature. The most popular volatility models are the Autoregressive Conditional Heteroscedastic (ARCH) or Generalized Autoregressive Conditional Heteroscedastic (GARCH) models. This paper aims to investigate the volatility of Bucharest Stock Exchange, BET index as an emerging capital market and compare forecasting power for volatility of this index during 2000-2014. To do this, this paper use GARCH, TARCH, EGARCH and PARCH models against Generalized Error distribution. We estimate these models then we compare the forecasting power of these GARCH type models in sample period. The results show that the EGARCH is the best model by means of forecasting performance." @default.
- W2212885536 created "2016-06-24" @default.
- W2212885536 creator A5030366178 @default.
- W2212885536 date "2014-01-01" @default.
- W2212885536 modified "2023-09-26" @default.
- W2212885536 title "Forecasting Volatility: Evidence from the Bucharest Stock Exchange" @default.
- W2212885536 hasPublicationYear "2014" @default.
- W2212885536 type Work @default.
- W2212885536 sameAs 2212885536 @default.
- W2212885536 citedByCount "0" @default.
- W2212885536 crossrefType "posted-content" @default.
- W2212885536 hasAuthorship W2212885536A5030366178 @default.
- W2212885536 hasConcept C101104100 @default.
- W2212885536 hasConcept C10138342 @default.
- W2212885536 hasConcept C106159729 @default.
- W2212885536 hasConcept C117996083 @default.
- W2212885536 hasConcept C13290067 @default.
- W2212885536 hasConcept C149782125 @default.
- W2212885536 hasConcept C159877910 @default.
- W2212885536 hasConcept C162324750 @default.
- W2212885536 hasConcept C166957645 @default.
- W2212885536 hasConcept C200870193 @default.
- W2212885536 hasConcept C205649164 @default.
- W2212885536 hasConcept C23922673 @default.
- W2212885536 hasConcept C24189920 @default.
- W2212885536 hasConcept C2779343474 @default.
- W2212885536 hasConcept C2780299701 @default.
- W2212885536 hasConcept C88389905 @default.
- W2212885536 hasConcept C91602232 @default.
- W2212885536 hasConceptScore W2212885536C101104100 @default.
- W2212885536 hasConceptScore W2212885536C10138342 @default.
- W2212885536 hasConceptScore W2212885536C106159729 @default.
- W2212885536 hasConceptScore W2212885536C117996083 @default.
- W2212885536 hasConceptScore W2212885536C13290067 @default.
- W2212885536 hasConceptScore W2212885536C149782125 @default.
- W2212885536 hasConceptScore W2212885536C159877910 @default.
- W2212885536 hasConceptScore W2212885536C162324750 @default.
- W2212885536 hasConceptScore W2212885536C166957645 @default.
- W2212885536 hasConceptScore W2212885536C200870193 @default.
- W2212885536 hasConceptScore W2212885536C205649164 @default.
- W2212885536 hasConceptScore W2212885536C23922673 @default.
- W2212885536 hasConceptScore W2212885536C24189920 @default.
- W2212885536 hasConceptScore W2212885536C2779343474 @default.
- W2212885536 hasConceptScore W2212885536C2780299701 @default.
- W2212885536 hasConceptScore W2212885536C88389905 @default.
- W2212885536 hasConceptScore W2212885536C91602232 @default.
- W2212885536 hasIssue "1" @default.
- W2212885536 hasLocation W22128855361 @default.
- W2212885536 hasOpenAccess W2212885536 @default.
- W2212885536 hasPrimaryLocation W22128855361 @default.
- W2212885536 hasRelatedWork W1998691390 @default.
- W2212885536 hasRelatedWork W2066433226 @default.
- W2212885536 hasRelatedWork W2078341953 @default.
- W2212885536 hasRelatedWork W2119848424 @default.
- W2212885536 hasRelatedWork W2131977317 @default.
- W2212885536 hasRelatedWork W2133773255 @default.
- W2212885536 hasRelatedWork W2329913180 @default.
- W2212885536 hasRelatedWork W2356660253 @default.
- W2212885536 hasRelatedWork W2378201953 @default.
- W2212885536 hasRelatedWork W2386417629 @default.
- W2212885536 hasRelatedWork W2479834043 @default.
- W2212885536 hasRelatedWork W2535500848 @default.
- W2212885536 hasRelatedWork W2614319665 @default.
- W2212885536 hasRelatedWork W2623427309 @default.
- W2212885536 hasRelatedWork W2769703334 @default.
- W2212885536 hasRelatedWork W2809910026 @default.
- W2212885536 hasRelatedWork W3171202492 @default.
- W2212885536 hasRelatedWork W3197609947 @default.
- W2212885536 hasRelatedWork W3200419424 @default.
- W2212885536 hasRelatedWork W9316057 @default.
- W2212885536 hasVolume "1" @default.
- W2212885536 isParatext "false" @default.
- W2212885536 isRetracted "false" @default.
- W2212885536 magId "2212885536" @default.
- W2212885536 workType "article" @default.