تصفح Accounting & Information Systems حسب الموضوع "Volatility"
السجلات المعروضة 1 -- 2 من 2
-
Are shocks on the returns and volatility of cryptocurrencies really persistent?
( Elsevier Ltd , 2019 , Article)This letter questions the true nature (true versus spurious) of the Long Range Dependence (LRD) behavior observed in the returns and volatility series of four Cryptocurrencies (CC). Using a robust approach, this letter ... -
Dataset for petroleum based stock markets and GAUSS codes for SAMEM
( Elsevier Inc. , 2017 , Article)This article includes a unique data set of a balanced daily (Monday, Tuesday and Wednesday) for oil and natural gas volatility and the oil rich economies’ stock markets for Saudi Arabia, Qatar, Kuwait, Abu Dhabi, Dubai, ...