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Research article

First published 2019-2

A GARCH model with modified grey prediction model for US stock return volatility

Ting-Cheng Chang, Hui Wang, Suyi Yu

Journal of Computational Methods in Sciences and Engineering

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Research article

First published 2005-12

Statistical Inadequacy of GARCH Models for Asian Stock Markets

Kian-Ping Lim, Melvin J. Hinich, Venus Khim-Sen Liew

Journal of Emerging Market Finance

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Research article

First published 2010-7

Forecasting Stock Market Volatility of Bse-30 Index Using Garch Models

P. Srinivasan, P. Ibrahim

Asia-Pacific Journal of Management Research and Innovation

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Research article

First published 2010-07

A Note on the Oil Price Trend and GARCH Shocks

Jing Li, Henry Thompson

The Energy Journal

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Research article

First published 2009-02

Analyzing the Relationship Between Team Success and MLB Attendance With GARCH Effects

Michael C. Davis

Journal of Sports Economics

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Research article

First published 2015-8

ARIMAX-GARCH-WAVELET model for forecasting volatile data

Ranjit Kumar Paul

Model Assisted Statistics and Applications

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Research article

First published 2018-12

A GARCH Modelling of Volatility and M-GARCH Approach of Stock Market Linkages of North America

Ajaya Kumar Panda, Swagatika Nanda

Global Business Review

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Research article

First published 2017-4

Macroeconomic Determinants of Volatility for the Gold Price in Ethiopia: The Application of GARCH and EWMA Volatility Models

Amare Wubishet Ayele, Emmanuel Gabreyohannes, Yohannes Yebabe Tesfay

Global Business Review

Open access

Research article

First published 2020-11

Structural nonlinear damage identification using penalty conversion index of GARCH model

Hui-Yong Guo, Heng Zuo

Advances in Mechanical Engineering

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Research article

First published 2015-6

Two Cholesky-log-GARCH models for multivariate volatilities

Xanthi Pedeli, Konstantinos Fokianos, Mohsen Pourahmadi

Statistical Modelling

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