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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

Open access

Research article

First published 2014-9

Commodities and Stock Investment

Syed Jawad Hussain Shahzad, Naveed Raza, Aneese Hayat Awan

Sage Open

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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 2006-10

War and the World Economy

Gerald Schneider, Vera E. Troeger

Journal of Conflict Resolution

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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 2016-01

Analysis and Forecasting of Electricity Price Risks with Quantile Factor Models

Derek Bunn, Arne Andresen, Dipeng Chen [...]

The Energy Journal

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Research article

First published 2026-1

Intraday Risk Management of Cryptocurrency Returns During 2020–2021 Upsurge: A Conditional EVT Approach

Abhijit Roy

Business Perspectives and Research

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Research article

First published 2018-12

Stochastic Volatility in the Peruvian Stock Market and Exchange Rate Returns: A Bayesian Approximation

Willy Alanya, Gabriel Rodríguez

Journal of Emerging Market Finance

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Research article

First published 2022

Efficacy of GARCH-EVT Model in Intraday Risk Management: Evidence from Severely Pandemic-affected Countries

Abhijit Roy

Global Business Review

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Research article

First published 2022-8

Sentiment,Confidence and Uncertainty: The Case of Tourism and Leisure Stocks

David Y. Aharon

Cornell Hospitality Quarterly

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