Jun 30 2025 Necati Altemur , Ibrahim Halil Ekşi , William Ginn and Jamel Saadaoui   Effect of geopolitical and environmental disruptions on maritime trade security   Abstract  Contact Information  Citation  Full Text  -  Note   May 19 2020 Ilyes Abid , Abderrazak Dhaoui , Khaled Guesmi and Olfa Kaabia   Hedging strategy for financial variables and commodities   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 19 2017 Balaji Bathmanaban , Raja Sethu Durai S and Ramachandran M   The relationship between Output Uncertainty and Economic Growth-Evidence from India   Abstract  Contact Information  Citation  Full Text  -  Note   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   Oct 26 2017 Fernanda Maria Müller and Fábio M Bayer   Improved two-component tests in Beta-Skew-t-EGARCH models   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   May 05 2017 Nidhal Mgadmi and Khemaies Bougatef   Modeling volatility of the French stock market   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 10 2016 Valeriya V. Lakshina and Andrey M. Silaev   Fluke of stochastic volatility versus GARCH inevitability or which model creates better forecasts?   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 03 2016 Jamal Bouoiyour and Refk Selmi   Bitcoin: a beginning of a new phase?   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   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   Jul 26 2014 Marcelo Griebeler   Models for forecasting exchange rate volatility: a comparison between developed and emerging countries   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Apr 05 2013 Maddalena Cavicchioli   On asymptotic properties of the QLM estimators for GARCH models   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 08 2012 Mohamed El Hédi Arouri , Amine Lahiani and Duc Khuong Nguyen   Oil-stock volatility transmission, portfolio selection and hedging   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 03 2011 Tran MANH Tuyen   Modeling Volatility Using GARCH Models: Evidence from Vietnam   Abstract  Contact Information  Citation  Full Text  -  Note   May 04 2009 Jim Lee   Food and Energy Prices in Core Inflation   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 28 2008 Wan-Hsiu Cheng   Overestimation in the Traditional GARCH Model During Jump Periods   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   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   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 05 2002 Yi-Ting Chen   On the Robustness of Ljung-Box and McLeod-Li Q Tests: A Simulation Study   Abstract  Contact Information  Citation  Full Text  -  Note