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Forecasting volatility of stock indices with ARCH model
Alam, Md. Zahangir, (2013)
Modeling volatility in the Gambian exchange rates : an ARMA-GARCH approach
Marreh, Sambujang, (2014)
Exchange rate volatility in Nigeria : consistency, persistency & severity analyses
Adeoye, Babatunde W., (2011)
An automatic bias correction procedure for volatility estimation using extreme values of asset prices
Maheswaran, S., (2013)
Modelling asymmetry and persistence under the impact of sudden changes in the volatility of the Indian stock market
Kumar, Dilip, (2012)
Testing the martingale hypothesis in the Indian stock market : evidence from multiple variance ratio tests