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Oct 26 2017 Bala A. Dahiru , Pam W. Jim and Kalu N. Nwonyuku
  Equity markets volatility dynamics in developed and newly emerging economies: EGARCH-with-skewed-t density approach
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 08 2016 Afees A. Salisu
  Modelling Oil Price Volatility with the Beta-Skew-t-EGARCH Framework
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 24 2013 Elie I Bouri
  Correlation and Volatility of the MENA Equity Markets in Turbulent Periods, and Portfolio Implications
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 26 2012 Dimitrios P. Louzis , Spyros Xanthopoulos - Sissinis and Apostolos P. Refenes
  Stock index Value-at-Risk forecasting: A realized volatility extreme value theory approach
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 06 2010 Khurshid Kiani
  Predictable Signals in Excess Returns: Evidence from Non-Gaussian State Space Models
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Dec 23 2009 Giorgio Fagiolo , Mauro Napoletano , Marco Piazza and Andrea Roventini
  Detrending and the Distributional Properties of U.S. Output Time Series
  Abstract  Contact Information  Citation  Full Text  -  Note