18 Study of the cross-market effects of Brexit based on the improved symbolic transfer entropy GARCH model-An empirical analysis of stock-bond correlations.

19 Measuring extreme risk of sustainable financial system using GJR-GARCH model trading data-based

20 Modeling volatility of precious metals markets by using regime-switching GARCH models

21 Robust quasi-likelihood estimation for the negative binomial integer-valued GARCH(1,1) model with an application to transaction counts

22 Correcting outliers in GARCH models: a weighted forward approach

23 Residual-based CUSUM of squares test for Poisson integer-valued GARCH models

24 The empirical research of ARMA-GARCH models based on high frequency data

25 Structural nonlinear damage identification based on probability theory and AR/GARCH model

26 Erratum to: Wind power forecasting based on outlier smooth transition autoregressive GARCH model (Journal of Modern Power Systems and Clean Energy, (2018), 6, 3, (532-539), 10.1007/s40565-016-0226-3)

27 Study of GARCH, ann, & neuro-garch models to predict rupiah-us dollars (Usd) exchange rate

28 An Empirical Study on Supply Chain Risk Contagion Effect Based on VAR-GARCH (1,1)–BEKK Model

29 Closed-form variance swap prices under general affine GARCH models and their continuous-time limits

30 Confidence Intervals for Conditional Tail Risk Measures in ARMA–GARCH Models

31 Kurtosis analysis in GARCH models with Gram–Charlier-like innovations

32 Ordinal-response GARCH models for transaction data: A forecasting exercise

33 TESTING GARCH-X TYPE MODELS

34 Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model

35 Empirical performance of GARCH, GARCH-M, GJR-GARCH and log-GARCH models for returns volatility

36 Refinement of the hedging ratio using copula-GARCH models

37 Disposition effect based on GARCH-V model

38 Optimal multi-step-ahead prediction of ARCH/GARCH models and NoVaS transformation

39 A multiple regime extension to the Heston–Nandi GARCH(1,1) model

40 Time-varying volatility spillover between Chinese fuel oil and stock index futures markets based on a DCC-GARCH model with a semi-nonparametric approach

41 SPI-based drought simulation and prediction using ARMA-GARCH model

42 Modelling the dynamics of Bitcoin and Litecoin: GARCH versus stochastic volatility models

43 Prediction of selected Indian stock using a partitioning–interpolation based ARIMA–GARCH model

44 A One Line Derivation of EGARCH

45 Estimating the Volatility of Cocoa Price Return with ARCH and GARCH Models

46 Modeling Markov switching ARMA-GARCH neural networks models and an application to forecasting stock returns.

47 Dynamic linkages between strategic commodities and stock market in Turkey: Evidence from SVAR-DCC-GARCH model

48 Geopolitical Risks, Returns, and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model

49 Forecasting the daily dynamic hedge ratios in emerging European stock futures markets: Evidence from GARCH models

50 Revisiting calendar effects in Malaysian finance stocks market: Evidence from threshold GARCH (TGARCH) model

51 Properties of a robust asymmetric GARCH model and its application in evaluating the Chinese stock market

52 Oil price uncertainty and the U.S. stock market analysis based on a GARCH-in-mean VAR model

53 The comparison of explanatory power of volatility index (VIX) and garch model in predicting future volatility (empirical studies on the indonesian stock market)

54 Using emotional markers' frequencies in stock market ARMAX-GARCH Model?

55 Stock market volatility in Saudi Arabia: An application of univariate GARCH model

56 Long memory revisit in Chinese stock markets: Based on GARCH-class models and multiscale analysis

57 The study about long memory and volatility persistence in China stock market based on fractal theory and GARCH model

58 A study on the behavior of volatility in Saudi Arabia stock market using symmetric and asymmetric GARCH models

59 GARCH family model and its application in calculating stock index future VaR in Chinese market

60 Stock returns in emerging markets and the use of GARCH models

61 STAR-GARCH models for stock market interactions in the Pacific Basin Region, Japan and US

62 RETRACTED ARTICLE: Tree structured DCC-multivariate GARCH model and its application in volatility correlation analysis of Shanghai, Shenzhen and Hong Kong Stock markets

63 RETRACTED ARTICLE: A joint model of chaos and GARCH effect in China's stock markets

64 Market risk, interest rate risk, and interdependencies in insurer stock returns: A system-GARCH model

65 Empirical analysis of volatility in standard & poor's (S&P) CNX nifty stock markets using GARCH models

66 Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model

67 Stock market dynamics in a regime-switching asymmetric power GARCH model

68 Empirical research on the weekday effect in the stock market of Shanghai by GARCH models

69 Application of GARCH model in computing the VaR of Chinese stock market

70 Looking for the pattern of GARCH type models in Polish stock returns. Comparison with indices of the EU and the East European stock markets

71 Assessing the extreme risk spillovers of international commodities on maritime markets: A GARCH-Copula-CoVaR approach

72 Improving the realized GARCH's volatility forecast for Bitcoin with jump-robust estimators

73 volatility forecasting with the wavelet transformation algorithm garch model: evidence from african stock markets

74 the analysis of capital market integration in asean region by using the ogarch approach

75 modeling the exchange rate of the euro against the dollar using the arch/garch models

76 the oligarch and the paintbrushes: a biographical sketch of andreu garcia, priest = el oligarca y los pinceles: breve semblanza del presbÍtero andreu garcÍa

77 historian engagé. republicanism and oligarchy in carlo sigonio's political histories

78 politics and parentela in paraíba - a case study of family-based oligarchy in brazil

79 pengklusteran data time series keuangan dengan model garch (1,1) pada pasar saham internasional

80 ettore spalletti: salle des départs a garches

81 model non linier garch (ngarch) untuk mengestimasi nilai value at risk (var) pada ihsg

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