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Autoregressive conditional heteroskedasticity / Durbin–Watson statistic / Volatility / Heteroscedasticity / Errors and residuals in statistics / Unit root / Time series / Robert F. Engle / Tim Bollerslev / Statistics / Econometrics / Time series analysis


MODELING THE VOLATILITY OF THE BET-FI INDEX PhD Dan Ion GHERGUŢ „Titu Maiorescu” Univeristy - Bucharest PhD Bogdan OANCEA „Nicolae Titulescu” Univeristy - Bucharest
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Document Date: 2014-02-03 05:49:02

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File Size: 378,95 KB

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City

BET-FI / /

Company

FP SIF5 SIF3 SIF4 SIF2 SIF1 Company / SC FONDUL PROPRIETATEA SA / Bucharest Exchange Trading Investment Funds / SIF MOLDOVA S.A. / SIF TRANSILVANIA S.A. / BUCURESTI SIF OLTENIA S.A. / SIF BANAT CRISANA S.A. / Bucharest Stock Exchange / SIF MUNTENIA S.A. / /

Country

Romania / /

Currency

RON / /

MarketIndex

BSE / BSE (price / /

Person

Tim Bollerslev / Dan Ion / Robert Engle / /

Position

ARCH model / /

Product

Quantiles-QuantilesPlot / /

ProgrammingLanguage

E / D / /

ProvinceOrState

South Dakota / /

Technology

t-1 / pdf / /

URL

http /

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