Tag: Autoregressive conditional heteroskedasticity

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Bank of Lithuania paper explores spillovers of US policy uncertainty

Added to Collection on: 2021-01-12 16:52:30

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Autocorrelation
Articles
Economy
Academic disciplines
Macroeconomic policy
Monetary policy
Public finance
Shock
Autoregressive conditional heteroskedasticity
Autoregressive model
Volatility

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The effect of COVID-19 and U.S. monetary policy on Bitcoin and stock market volatility

Added to Collection on: 2024-12-26 23:25:15

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Mathematical finance
Technical analysis
Autocorrelation
Autoregressive conditional heteroskedasticity
Bitcoin
Volatility
Stock market
United States

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