Purpose: The study aims to examine the transmission of spillover effects from global stock markets Indian market. chosen are CAC-40, DJIA, FTSE 100, SMI, KOSPI, DAX, HANG SENG, and NIKKEI with respect S&P BSE SENSEX.
 Design/Methodology/Approach: uses secondary data. period is 1st January 2000 4th June 2021. required data for has been collected Thomson Reuters database. Later tested st...

We model the power-law stability in distribution of returns for S&P500 index by the GARCH process which we use to account for the long memory in the variance correlations. Precisely, we analyze the distributions corresponding to temporal aggregation of the GARCH process, i.e., the sum of n GARCH variables. The stability in the power-law tails is controlled by the GARCH parameters. We model the ...

إ ةيرهجملا جماربلا لمشي اذهو ،ةيرورملا ةآرحلا ةاآاحم جمارب روطت يف مهاس ةيتامولعملا ايجولونكتلا يف ريبكلا مدقتلا ن ) Microscopic ( ، نلا ىلع بلطلا ةاآاحم اًضيأ لمشي نايحلأا ضعب يفو ، تاعطاقتو قرط نم اهيف امب لقنلا ةموظنم ةاآاحمب حمسيل يللآا بساحلا تاقيبطت قاطنو لق . ةيرهجملا ةيرورملا ةآرحلا ةاآاحم جمارب نيب نراقتو عجارت ةقرولا هذهو ) Microscopic ( ةيلومشلاو ) Macroscopic ( فلاتخلاا هجوأ ىلع ةزآر...

It is expected that the COVID-19 pandemic provides a significant impact on food price volatility in many products including sugar. The paper aims to analyze dynamic of sugar before covid (1st August – 2nd March 2020) and during outbreak (3rd 31th 2021) all provinces Indonesia by using t-test ARCH GARCH model. Based Augmented Dickey-Fuller analysis covid, prices were stationary at “first differe...

When denture is worn in the mouth for considerable period of time, it will become colonized with microorganisms and causing denture stomatitis, it is commonly found in the maxillary arch, rarely in the mandibular arch, and it is not uncommon under removable partial denture base in the maxillary arch. Denture trauma, allergy, poor oral hygiene, PH level of saliva, age, sex, smoking and immune sy...

The study is pioneer to investigate the volatility of CO2 emissions in Uzbekistan. To this end, ARCH (Autoregressive Conditional Heteroskedasticity) and GARCH (Generalized Autoregressive models are used spanning period 1925-2021 for annual data emissions. results indicate that model more adequate assessment. Furthermore, it found Uzbekistan very high. policymakers have consider high environment...

Abstract The ınvestment decisions of institutional and individual investors in financial markets are largely influenced by market uncertainty volatility the investment instruments. Thus, prediction volatilities prices returns instruments becomes imperative for successful investment. In this study we seek to identify best fit model that can predict return Bitcoin, which is high demand as an tool...