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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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Nov 19 2017 |
Balaji Bathmanaban , Raja Sethu Durai S and Ramachandran M |
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The relationship between Output Uncertainty and Economic Growth-Evidence from India |
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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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Oct 26 2017 |
Fernanda Maria Müller and Fábio M Bayer |
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Improved two-component tests in Beta-Skew-t-EGARCH models |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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May 05 2017 |
Nidhal Mgadmi and Khemaies Bougatef |
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Modeling volatility of the French stock market |
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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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Jul 08 2016 |
Afees A. Salisu |
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Modelling Oil Price Volatility with the Beta-Skew-t-EGARCH Framework |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Jul 26 2014 |
Marcelo Griebeler |
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Models for forecasting exchange rate volatility: a comparison between developed and emerging countries |
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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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Oct 08 2012 |
Mohamed El Hédi Arouri , Amine Lahiani and Duc Khuong Nguyen |
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Oil-stock volatility transmission, portfolio selection and hedging |
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Abstract Contact Information Citation Full Text - Note |
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Jul 03 2011 |
Tran MANH Tuyen |
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Modeling Volatility Using GARCH Models: Evidence from Vietnam |
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Abstract Contact Information Citation Full Text - Note |
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May 04 2009 |
Jim Lee |
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Food and Energy Prices in Core Inflation |
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Abstract Contact Information Citation Full Text - Note |
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Oct 28 2008 |
Wan-Hsiu Cheng |
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Overestimation in the Traditional GARCH Model During Jump Periods |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Oct 10 2008 |
Ching-Chun Wei |
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The analysis of interest rate mean and volatility spillover to the industrial production index and stock markets: The case of China |
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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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