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Nov 19 2017 Balaji Bathmanaban , Raja Sethu Durai S and Ramachandran M
  The relationship between Output Uncertainty and Economic Growth-Evidence from India
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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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Oct 26 2017 Fernanda Maria Müller and Fábio M Bayer
  Improved two-component tests in Beta-Skew-t-EGARCH models
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May 05 2017 Nidhal Mgadmi and Khemaies Bougatef
  Modeling volatility of the French stock market
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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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Jul 08 2016 Afees A. Salisu
  Modelling Oil Price Volatility with the Beta-Skew-t-EGARCH Framework
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Jul 26 2014 Marcelo Griebeler
  Models for forecasting exchange rate volatility: a comparison between developed and emerging countries
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Apr 05 2013 Maddalena Cavicchioli
  On asymptotic properties of the QLM estimators for GARCH models
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Oct 08 2012 Mohamed El Hédi Arouri , Amine Lahiani and Duc Khuong Nguyen
  Oil-stock volatility transmission, portfolio selection and hedging
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Jul 03 2011 Tran MANH Tuyen
  Modeling Volatility Using GARCH Models: Evidence from Vietnam
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May 04 2009 Jim Lee
  Food and Energy Prices in Core Inflation
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Oct 28 2008 Wan-Hsiu Cheng
  Overestimation in the Traditional GARCH Model During Jump Periods
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Oct 10 2008 Ching-Chun Wei
  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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Sep 05 2002 Yi-Ting Chen
  On the Robustness of Ljung-Box and McLeod-Li Q Tests: A Simulation Study
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