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[1]
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Implementation of sentiment analysis in stock market prediction using variants of GARCH models
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… Intelligence Methods for Sentiment Analysis in Natural …,
2024 |
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[2]
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VOLATILITY ANALYSIS USING THE EGARCH METHOD: CASE STUDY OF BBCA, BMRI, BRIS
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Assets: Jurnal Akuntansi dan …,
2024 |
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[3]
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Forecasting Volatility Spillovers Using Advanced GARCH Models: Empirical Evidence for Developed Stock Markets from Austria and USA
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2024 |
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[4]
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The Mediating Effect of Financial Market Volatility on and Stock Return's Mean-Variance Relationship
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… and Auditing Research,
2024 |
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[5]
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The Role of Macroeconomic Variables in Forecasting Equity Market Volatility in the East African Community Using Garch-Midas Model
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ESI Preprints,
2024 |
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[6]
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The Role of Macroeconomic Variables in Forecasting Equity Market Volatility in the East Aftican Community
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ESI Preprints,
2024 |
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[7]
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The impact of COVID-19 outbreaks on the volatility of the stock market in Malaysia/Norshafiqah Khrudin@ Khairudin and Nurul Sima Mohamad Shariff
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Malaysian Journal of Computing (MJoC),
2023 |
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[8]
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PAY PİYASALARI ARASINDAKİ OYNAKLIK YAYILIMI: DOĞU ASYA PİYASALARI ÖRNEĞİ
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Kapanaltı Dergisi,
2023 |
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[9]
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SRI LANKAN STOCK MARKET VOLATILITY ANALYSIS: AN ARMA-GARCH APPROACH
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Sri Lankan Journal of …,
2023 |
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[10]
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Contribution of Business Combinations
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2023 |
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[11]
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Прогнозирование на фондовых рынках с использованием формализма статистической механики
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Информатика и автоматизация,
2023 |
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[12]
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ANALISIS DAMPAK SENTIMEN INVESTOR TERHADAP RETURN SAHAM MENGGUNAKAN EGARCH: STUDI KASUS PADA BANK RAKYAT INDONESIA, TBK.
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Jurnal Pendidikan Ekonomi …,
2023 |
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[13]
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PREDICTIVE POWER OF ASYMMETRIC GARCH MODELS IN VOLATILITY ESTIMATION: A CASE STUDY FOR SWITZERLAND STOCK EXCHANGE.
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Annals of the …,
2023 |
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[14]
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The impact of COVID-19 outbreaks on the volatility of the stock market in Malaysia
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Malaysian Journal of Computing,
2023 |
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[15]
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Comparative Analysis of EGARCH and TGARCH Models in Stock Price Prediction
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ZERO: Jurnal Sains, Matematika dan …,
2022 |
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[16]
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College of Management and Technology
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2022 |
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[17]
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THESIS TITLE: THE SUPERIORITY OF VALUE INVESTING: A NAIROBI SECURITIES EXCHANGE EMPIRICAL ASSESSMENT
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2022 |
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[18]
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THE REGIME EXAMINATION OF NIGERIA EXCHANGE RATE VOLATILITY: EVIDENCE FROM MARKOV REGIME SWITCHING AUTOREGRESSIVE …
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2022 |
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[19]
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Relationship Between Risk Exposure, Volatility Forecasting, and Financial Performance of Hedge Funds
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2022 |
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[20]
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Model EGARCH dan TGARCH untuk Mengukur Volatilitas Asimetris Return Saham
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Jurnal Siger …,
2022 |
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[21]
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Mapping the Trend, Application and Forecasting Performance of Asymmetric GARCH Models: A Review Based on Bibliometric Analysis
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Journal of Risk and …,
2022 |
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[22]
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Modeling asymmetric volatility of financial assets using univariate GARCH models: An Indian perspective
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2022 |
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[23]
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Forecasting Interest Rate Volatility In Nigeria In The Arch-Garch Family Models
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Journal Research of Social, Science …,
2022 |
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[24]
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A Comparative Study on Volatility Modeling between Overall Periods And Financial Crises (Covid-19) Period of Bangladesh
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Himalayan Journal of Economics and Business …,
2022 |
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[25]
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Stock Returns Volatility in Nepal: Evidence during Covid-19
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Butwal Campus Journal,
2022 |
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[26]
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The Dynamics of Foreign Portfolio Investment, Equities Market Volatility and Exchange Rate in Zimbabwe
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2022 |
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[27]
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Modeling Returns Volatility of Selected Pharmaceutical Companies Listed in DSE of Bangladesh with GARCH Methods
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International Journal of Management and Accounting,
2022 |
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[28]
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Volatility Modelling of Stock Returns in the Petroleum Marketing Sector of the Nigerian Stock Exchange
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American Journal of Finance,
2021 |
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[29]
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Modelling stochastic volatility using hidden Markov models: a case study of the Kenyan securities Market
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2021 |
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[30]
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Effect of Macro Economic Factors on Share Price Volatility Among Firms Listed at the Nairobi Securities Exchange
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2021 |
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[31]
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Stock market volatility forecasting at the Nairobi Securities Exchange: a comparison between asymmetric GARCH models and neural networks
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2021 |
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[32]
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THE IMPACT OF COVID-19 WAVES ON VIETNAM STOCK RETURNS
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THE 17th INTERNATIONAL CONFERENCE ON KNOWLEDGE-BASED ECONOMY AND GLOBAL MANAGEMENT,
2021 |
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[33]
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Modelling stochastic volatility in the Kenyan securities market using hidden Markov models
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Journal of Financial Risk Management,
2021 |
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[34]
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Volatility of BIST 100 Returns After 2020, Calendar Anomalies and COVID-19 Effect
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BDDK Bankacılık ve Finansal Piyasalar Dergisi,
2021 |
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[35]
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GARCH and Its Variants' Model: An Application of Crude Oil Distributions in Nigeria
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2021 |
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[36]
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Testing the Conditional Volatility of Saudi Arabia Stock Market: Symmetric and Asymmetric Autoregressive Conditional Heteroskedasticity (Garch) Approach
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2021 |
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[37]
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The Impact of Covid-19 Pandemic on Stock Market Return Volatility: Evidence from Malaysia and Singapore
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2021 |
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[38]
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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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2021 |
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[39]
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Analysis of Rewards Results of Banking Shares Book III Registered in Indonesia Stock Exchange
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2021 |
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[40]
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Modeling stock market volatility in Croatia: A reappraisal
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Ekonomski vjesnik/Econviews-Review of …,
2021 |
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[41]
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Climate Driven Parametric Models on Cholera Transmission Dynamics
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2021 |
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[42]
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Forecasting volatilitas reksa dana campuran dengan Arch dan Garch
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At-Tijaroh: Jurnal Ilmu Manajemen dan Bisnis …,
2020 |
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[43]
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Modeling of Returns of Nairobi Securities Exchange 20 Share Index Using Log-Normal Distribution
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2020 |
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[44]
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Modeling and Forecasting USD/UGX Volatility through GARCH Family Models: Evidence from Gaussian, T and GED Distributions
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2020 |
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[45]
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PENERAPAN ARCH/GARCH UNTUK MERAMALKAN VOLATILITAS REKSA DANA CAMPURAN SYARIAH DAN REKSA DANA CAMPURAN KONVENSIONAL
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2020 |
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[46]
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The Risk Analysis of Ṣukūk: An Empirical Evidence from Pakistan
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2020 |
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[47]
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Markov regime-switching autoregressive model of stock market returns in Nigeria
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CBN Journal of Applied Statistics,
2020 |
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[48]
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GARCHنمدجة التطاير للمؤشرات المالية الإسلامية عن طريق نمادج
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2020 |
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[49]
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Oil Price Volatility: GARCH, SVR-GARCH and EVT APPROACH
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2019 |
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[50]
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Modeling stock market return volatility in the presence of structural breaks: Evidence from Nairobi Securities Exchange, Kenya
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… Journal of Research in Business and …,
2019 |
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[51]
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MODELLING AND FORECASTING OF THE VOLATILITY OF NIGERIAN STOCK EXCHANGE MARKET: TRADE VOLUME AND STRUCTURAL BREAKS …
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2019 |
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[52]
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Volatility Clustering, Leverage Effects and Risk-Return Trade-Off in the Nigerian Stock Market
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2019 |
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[53]
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Modeling stock market return volatility in the presence of structural breaks
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2019 |
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[54]
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Research in Business & Social Science
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2019 |
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[55]
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ANALYSIS OF INDIAN STOCK MARKET VOLATILITY USING SYMMETRIC AND ASYMMETRIC GARCH MODELS
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2018 |
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[56]
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Volatility Modeling of Commodity Markets in India: Application of Selected GARCH Models
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2018 |
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[57]
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Association Between Indian and US Stock Markets: Volatility Spillover Effect Using GARCH Models
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2018 |
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[58]
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Modelling the Effects of Trading Volume on Stock Return Volatility Using Conditional Heteroskedastic Models
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2018 |
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[59]
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Unravelling the Cipher of Indian Rupee's Volatility: Testing the Forecasting Efficacy of the Rolling Symmetric and Asymmetric GARCH Models
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2018 |
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[60]
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Forecasting the Volatility of selected Stock Exchanges in BRICS using GARCH
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2018 |
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[61]
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Pemodelan Volatilitas Return Saham: Studi Kasus Pasar Saham Asia Modelling Volatility of Return Stock Index: Evidence from Asian Countries
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2017 |
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[62]
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Pemodelan Volatilitas Return Saham: Studi Kasus Pasar Saham Asia
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2017 |
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