Articles tagged with: GARCH model

The drivers of volume volatility: A big data analysis based on economic uncertainty measures for the Greek banking system

Leonidas Theodorakopoulos, Hera Antonopoulou, Vicky Mamalougou, Konstantinos C. Giotopoulos
Banks and Bank Systems Volume 17 2022, Issue #3

The effect of Dow Jones Sustainability Index on Consumer Sentiment Index

Nikolaos Sariannidis, Grigoris Giannarakis, Xanthi Partalidou, Bakas Evangelos
Investment Management and Financial Innovations Volume 14 2017, Issue #1

The role of news in the fluctuations of housing price

Nazar Dahmardeh, Reza Khaki, Marziyeh Esfandiari
Investment Management and Financial Innovations Volume 15 2018, Issue #3

How financial liberalization impacts stock market volatility in Africa: evidence from Nigeria

Patrick Olufemi Adeyeye, Olufemi Adewale Aluko, Oladapo Fapetu, Stephen Oseko Migiro
Investment Management and Financial Innovations Volume 14 2017, Issue #3