2024
2023
2022
2021
2020
2019
2018
Year 2017
Year 2016
Year 2015
Year 2014
Year 2013
Year 2012
Archive by year
-
Leverage Effect Archive
-
![Andreea – Cristina PETRICĂ PhD. Student Bucharest University of Economic Studies Prof. Stelian STANCU PhD. Bucharest University of Economic Studies Abstract The aim of this study consists in examining the […]](https://www.revistadestatistica.ro/wp-content/uploads/2017/03/coperta-site-mic-115x115.jpg "Empirical Results of Modeling EUR/RON Exchange Rate using ARCH, GARCH, EGARCH, TARCH and PARCH models")
Empirical Results of Modeling EUR/RON Exchange Rate using ARCH, GARCH, EGARCH, TARCH and PARCH models
Posted on March 20, 2017 | No CommentsAndreea – Cristina PETRICĂ PhD. Student Bucharest University of Economic Studies Prof. Stelian STANCU PhD. Bucharest University of Economic Studies Abstract The aim of this study consists in examining the […] -
![PhD Candidate Altaf Muhammad (altaf@mail.ustc.edu.cn) Professor Zhang Shuguang (sgzhang@ustc.edu.cn) University of Science and Technology of China Abstract In this study we examined the effect of structural break points in conditional […]](https://www.revistadestatistica.ro/wp-content/uploads/2015/04/coperta_RRS1_2015-115x115.jpg "Impact Of Structural Shifts on Variance Persistence in Asymmetric Garch Models: Evidence From Emerging Asian and European Markets")
Impact Of Structural Shifts on Variance Persistence in Asymmetric Garch Models: Evidence From Emerging Asian and European Markets
Posted on April 21, 2015 | No CommentsPhD Candidate Altaf Muhammad (altaf@mail.ustc.edu.cn) Professor Zhang Shuguang (sgzhang@ustc.edu.cn) University of Science and Technology of China Abstract In this study we examined the effect of structural break points in conditional […]