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Research article

First published 2018-4-19

A novel car-following model considering conditional heteroskedasticity of acceleration fluctuation and driving force

Xinping Xiao, Meng Jiang, Jianghui Wen [...]

Journal of Intelligent & Fuzzy Systems: Applications in Engineering and Technology

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Research article

First published 2010-1

Empirical Analysis of Conditional Heteroskedasticity in Time Series of Stock Returns and Asymmetric Effect on Volatility

Rakesh Kumar, Raj S. Dhankar

Global Business Review

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Review article

First published 1993-4

A Note on Conditional Heteroskedasticity in the Market Model

Francis X. Diebold, Steve C. Lim, C. Jevons Lee

Journal of Accounting,Auditing & Finance

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Research article

First published 2012-04

Generalized Autoregressive Conditional Heteroskedastic Model for Water Quality Analyses and Time Series Investigation in Reservoir Watersheds

Edward Ming-Yang Wu, Shu-Lung Kuo, Wen-Cheng Liu

Environmental Engineering Science

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Research article

First published 2004-10

The Monthly Effect in Stock Returns and Conditional Heteroscedasticity

Menahem Rosenberg

The American Economist

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Research article

First published 2016-3

Modelling the Impact of Global Financial Crisis on the Indian Stock Market through GARCH Models

Shreya Mathur, Varun Chotia, N.V.M. Rao

Asia-Pacific Journal of Management Research and Innovation

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Research article

First published 2011-6

Non Linearity and Heteroskedasticity Effect on Stock Returns Volatility

Rakesh Kumar, Raj S. Dhankar

Global Business Review

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Research article

First published 2016-2

Cash flow at risk and risk management in bulk shipping company: Case of capesize bulk carrier

Tzeu-Chen Han, Chien-Chang Chou, Chih-Ming Wang

Proceedings of the Institution of Mechanical Engineers,Part M: Journal of Engineering for the Maritime Environment

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Research article

First published 2014-1

Residual life prediction from statistical features and a GARCH modeling approach for aircraft generators

Xiaofei Du, Yuanjun Zhou, Shiliang Dong

Proceedings of the Institution of Mechanical Engineers,Part G: Journal of Aerospace Engineering

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Research article

First published 2018-9

Do global oil price shocks affect Indian metal market?

Nikhil Kaushik

Energy & Environment

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