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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
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Dec 10 2016 Valeriya V. Lakshina and Andrey M. Silaev
  Fluke of stochastic volatility versus GARCH inevitability or which model creates better forecasts?
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Aug 03 2016 Jamal Bouoiyour and Refk Selmi
  Bitcoin: a beginning of a new phase?
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Apr 05 2013 Maddalena Cavicchioli
  On asymptotic properties of the QLM estimators for GARCH models
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Sep 05 2002 Yi-Ting Chen
  On the Robustness of Ljung-Box and McLeod-Li Q Tests: A Simulation Study
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