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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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Research article

First published 2010-12

Stock Returns and Exchange Rate Volatility Spillovers in the MENA Region

Mohamed Abdelaziz Eissa, Georgios Chortareas, Andrea Cipollini

Journal of Emerging Market Finance

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Research article

First published 2013

Reliable Short-Term Traffic Flow Forecasting for Urban Roads

Jingxin Xia, Qinghui Nie, Wei Huang [...]

Transportation Research Record: Journal of the Transportation Research Board

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Research article

First published 2018-2

Shock and Volatility Spillovers Among Equity Sectors of the National Stock Exchange in India

Sayantan Bandhu Majumder, Ranjanendra Narayan Nag

Global Business Review

Open access

Research article

First published 2011-4

Return and Volatility Spillovers Among Asian Stock Markets

Prashant Joshi

Sage Open

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Research article

First published 2008-03

Forecasting Interest Rates in India

Pami Dua, Nishita Raje, Satyananda Sahoo

Margin: The Journal of Applied Economic Research

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Research article

First published 2024-9

Modeling and forecasting listed tourism firms’ risk in China using a trend asymmetric GARCH-MIDAS model

Peng Yang, Haiyan Song, Long Wen [...]

Tourism Economics

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Research article

First published 2004-1

The Statistical Performance of Econometric and Implied Forecasting Models

James Chong

Journal of Interdisciplinary Economics

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Research article

First published 2020-5

Do higher order moments of return distribution provide better decisions in minimum-variance hedging? Evidence from US stock index futures

Yang (Greg) Hou, Mark Holmes

Australian Journal of Management

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Research article

First published 2008-06

An Empirical Investigation of the Level Effect in Australian Interest Rates

Philip Gray, Daniel R. Smith

Australian Journal of Management

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