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First published 2004-01

Term Premium and Long-range Dependence in Volatility: A FIGARCH-M Estimation on Some Asian Countries

Sandrine Lardic, Valérie Mignon

Journal of Emerging Market Finance

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Research article

First published 2019-10

Financial Stress Transmission from Sovereign Credit Market to Financial Market: A Multivariate FIGARCH-DCC Approach

Riadh El Abed, Sahar Boukadida, Warda Jaidane

Global Business Review

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Research article

First published 2024-5

Development of out-of-sample forecast formulae for the FIGARCH model

Debopam Rakshit, Ranjit Kumar Paul

Model Assisted Statistics and Applications

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Research article

First published 2022-2

Stock Returns and Long-range Dependence

Alexander Ayertey Odonkor, Emmanuel Nkrumah Ababio, Emmanuel Amoah- Darkwah [...]

Global Business Review

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Research article

First published 2017-2

Long-memory Modelling and Forecasting of the Returns and Volatility of Exchange-traded Notes (ETNs)

Argel S. Masa, John Francis T. Diaz

Margin: The Journal of Applied Economic Research

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Research article

First published 2025

Investigating Volatility Dynamics of Stock Market Indices via GARCH Models

Vatis Christian Kemezang, Zacharie Nkengwou Deutou, Prince Hikouatcha [...]

Global Business Review

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Research article

First published 2009-04

Long Memory in Oil and Refined Products Markets

Kyongwook Choi, Shawkat Hammoudeh

The Energy Journal

Open access

Research article

First published 2019-4

Symmetric and Asymmetric GARCH Estimations and Portfolio Optimization: Evidence From G7 Stock Markets

Shahid Ali, Junrui Zhang, Mazhar Abbas [...]

Sage Open

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Research article

First published 2025-12

An Empirical Investigation of the Volatility Dynamics of SENSEX and GREENEX Using the GARCH Model

Saba Abid, Vardah Saghir, Sana Beg

Asia-Pacific Journal of Management Research and Innovation

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