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A investigation into share prices' conditional heteroscedasticity and non-symmetrical model in the context of South Africa, Nigeria, and Egypt

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Conditional heteroskedasticity in the volatility of asset returns

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Strict stationarity, persistence and volatility forecasting in ARCH (∞) processes

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Testing for predictability in conditionally heteroskedastic stock returns

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Volatility of stock markets : (an analysis of South Asian and G8 countries)

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Modelling changes in the unconditional variance of long stock return series

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Do bitcoins follow a random walk model?

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Quasi-maximum likelihood estimation for long memory stock transaction data - under conditional heteroskedasticity framework

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distribution. The moments with conditional heteroscedasticity have been discussed. In a Monte Carlo experiment, it was found that …

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Application of short-term forecasting models for energy entity stock price (Study on Indika Energi Tbk, JII)

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