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Causal relationships between inflation and inflation uncertainty
Barnett, William A., (2020)
A re-examination of growth and growth uncertainty relationship in a stochastic volatility in the mean model with time-varying parameters
Balcilar, Mehmet, (2020)
The out-of-sample forecasting of hedged portfolio variances using bivariate mixed normal GARCH models
Chung, Sang-kuck, (2008)
Out-of-sample hedge performances for risk management in China commodity futures markets
Chung, Sang-kuck, (2009)
Bivariate mixed normal GARCH models and out-of-sample hedge performances