تصفح Academic حسب الموضوع "GARCH model"
السجلات المعروضة 1 -- 3 من 3
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Diagnostic Checking For Linearity in Time Series Models
(2020 , Master Thesis)In this thesis, I studied the well-known portmanteau tests appearing in the time series literature. In particular, I interest in reviewing the test statistics that can be used to check the adequacy of the fitted ... -
Mega-sports events and stock market returns: The case of the 2022 World Cup
( Cognizant Communication Corporation , 2018 , Article)This study examines the impact of the FIFA's official announcements on Doha Stock Exchange (DSE) of Qatar with respect to the 2022 World Cup. Using the abnormal unsystematic return method of Savickas, our findings reveal ... -
The impact of FIFA's official announcements on the stock market of Qatar: The case of the 2022 World Cup
( Elsevier Ltd , 2017 , Article)This study examines the impact of the FIFA's official announcements on Doha Stock Exchange (DSE) of Qatar with respect to the 2022 World Cup. Using the abnormal unsystematic volatility method of Hilliard and Savickas (2002), ...