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Research article

First published 2023-01

Volatility Forecasting of Crude Oil Market: Which Structural Change Based GARCH Models have Better Performance?

Yue-Jun Zhang, Han Zhang

The Energy Journal

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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

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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 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

Open access

Research article

First published 2021-7

Forecasting the Crude Oil Prices Volatility With Stochastic Volatility Models

Dondukova Oyuna, Liu Yaobin

Sage Open

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Research article

First published 2018-5

Applications of Box-Jenkins (Seasonal ARIMA) and GARCH models to dengue incidence in Thailand

Chompunooch Thamanukornsri, Montip Tiensuwan

Model Assisted Statistics and Applications

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Research article

First published 2010-12

Evaluating Stock Index Return Value-at-Risk Estimates in South Africa

David McMillan, Pako Thupayagale

Journal of Emerging Market Finance

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Research article

First published 2022-6

Determinism and Non-linear Behaviour of Log-return and Conditional Volatility: Empirical Analysis for 26 Stock Markets

Zouhaier Dhifaoui

South Asian Journal of Macroeconomics and Public Finance

Free access

Research article

First published 2005-7

Modeling Conditional Volatility of the Indian Stock Markets

Madhusudan Karmakar

Vikalpa: The Journal for Decision Makers

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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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