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Bayes estimates of multimodal density features using DNA and Economic Data
Basturk, Nalan, (2021)
Volatility estimation using a rational GARCH model
Takaishi, Tetsuya, (2018)
Modeling high-frequency financial data using R and Stan : a bayesian autoregressive conditional duration approach
Tabash, Mosab I., (2024)
Moderating impact of all the determinants of investment decision : a structural equation modeling approach
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Recommended financial models to analyze the volatility pattern in the emerging and developed stock market
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Influence of oil price volatility of developed countries on emerging countries stock market returns by using threshold based approach
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