volatility persistence. We also found significant ARCH effect which instigated further estimations of the GARCH and FIGARCH … instabilities in the economies. Explicitly, the significance of the FIGARCH coefficient confirms the persistence of volatility over …

, eGARCH, gjrGARCH, and FIGARCH, the research offers a nuanced understanding of volatility evolution and its impact on asset … significant volatility clustering and a slight positive skewness in return distribution. For Cocoa Futures, the FIGARCH model … FIGARCH model for long memory effects can enhance risk management strategies by providing more accurate estimates of Value …

volatility persistence. We also found significant ARCH effect which instigated further estimations of the GARCH and FIGARCH … instabilities in the economies. Explicitly, the significance of the FIGARCH coefficient confirms the persistence of volatility over …

conditional heteroskedasticity (DCC-FIGARCH) model. We found high time-varying correlations between the Chinese stock market and …