Browsing by Subject "GARCH"

Now showing items 1-3 of 3

    • Domestic Consequences of Economic Sanctions 
      Webb, Clayton McLaughlin (2015-05-05)
      Are economic sanctions costly for the sanctioning state? Some scholars argue that sanctions are costly tools used to achieve foreign policy goals, while others argue that sanctions are relatively costless tools leaders use ...
    • Essays on Pricing Behaviors of Energy Commodities 
      Qin, Xiaoyan (2012-07-16)
      This dissertation investigates the pricing behaviors of two major energy commodities, U.S. natural gas and crude oil, using times series models. It examines the relationships between U.S. natural gas price variations and ...
    • Price Analysis and Risk Management in Cryptocurrency Market 
      Shen, Ze (2021-07-02)
      Cryptocurrency and its underlying technology, blockchain, are significantly changing the financial world. One of the critical characteristics of cryptocurrency is its substantial price fluctuations, which means investment ...