Generalized autoregressive conditional heteroskedastic model to examine silver price volatility and its macroeconomic determinant in Ethiopia market
DOI10.1155/2020/5095181zbMATH Open1445.62308OpenAlexW3032167795MaRDI QIDQ2193447FDOQ2193447
Authors: Amare Wubishet Ayele, Emmanuel Gabreyohannes, Hayimro Edmealem 
Publication date: 18 August 2020
Published in: Journal of Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2020/5095181
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Cites Work
- Analysis of Financial Time Series
- Generalized autoregressive conditional heteroscedasticity
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
- Conditional Heteroskedasticity in Asset Returns: A New Approach
- Financial risk management with Bayesian estimation of GARCH models. Theory and applica\-tions.
- Distribution of the Estimators for Autoregressive Time Series With a Unit Root
- Testing for a unit root in time series regression
- Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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