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May 19 2020 |
Ilyes Abid , Abderrazak Dhaoui , Khaled Guesmi and Olfa Kaabia |
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Hedging strategy for financial variables and commodities |
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Abstract Contact Information Citation Full Text - Note |
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Oct 26 2017 |
Bala A. Dahiru , Pam W. Jim and Kalu N. Nwonyuku |
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Equity markets volatility dynamics in developed and newly emerging economies: EGARCH-with-skewed-t density approach |
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Abstract Contact Information Citation Full Text - Note |
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Dec 10 2016 |
Valeriya V. Lakshina and Andrey M. Silaev |
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Fluke of stochastic volatility versus GARCH inevitability or which model creates better forecasts? |
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Abstract Contact Information Citation Full Text - Note |
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Aug 03 2016 |
Jamal Bouoiyour and Refk Selmi |
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Bitcoin: a beginning of a new phase? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Apr 05 2013 |
Maddalena Cavicchioli |
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On asymptotic properties of the QLM estimators for GARCH models |
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Abstract Contact Information Citation Full Text - Note |
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Sep 05 2002 |
Yi-Ting Chen |
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On the Robustness of Ljung-Box and McLeod-Li Q Tests: A Simulation Study |
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Abstract Contact Information Citation Full Text - Note |
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