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  1. 1
    VOLATILITY CLUSTERING USING A HETEROGENEOUS AGENT-BASED MODEL
    by ARREY-MBI, PASCAL EBOT
    Published 2011
    Subjects: “...Volatility Clustering...”
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  2. 2
    An Algorithmic Look at Financial Volatility
    by Lin Ma, Jean-Paul Delahaye
    Published 2018-11-01
    Subjects: “...volatility clustering...”
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    Article
  3. 3
    Financial Contagion: A Tale of Three Bubbles
    Subjects: “...volatility clustering...”
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    Article
  4. 4
    ANALISIS CURAH HUJAN BULANAN DI KOTA AMBON MENGGUNAKAN MODEL HETEROSKEDASTISITAS: SARIMA-GARCH
    Subjects: “...volatility clustering...”
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    Article
  5. 5
    ECONOMETRIC APPROACH OF HETEROSKEDASTICITY ON FINANCIAL TIME SERIES IN A GENERAL FRAMEWORK
    by FELICIA RAMONA BIRĂU
    Published 2012-12-01
    Subjects: “...volatility clustering...”
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    Article
  6. 6
    Early Warning Signs of Financial Market Turmoils
    by Nils Bertschinger, Oliver Pfante
    Published 2020-11-01
    Subjects: “...volatility clustering...”
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    Article
  7. 7
    News-Driven Expectations and Volatility Clustering
    by Sabiou M. Inoua
    Published 2020-01-01
    Subjects: “...volatility clustering...”
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    Article
  8. 8
    THE IMPACT OF POLITICAL AND ECONOMIC NEWS ON THE EURO/RON EXCHANGE RATE: A GARCH APPROACH
    by Mihai Niţoi, Cristi Spulbăr
    Published 2012-12-01
    Subjects: “...volatility clustering...”
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    Article
  9. 9
    Modelling Volatility of the Market Returns of Jordanian Banks: Empirical Evidence Using GARCH framework
    by Hamed Ahmad Almahadin, Gulcay Tuna
    Published 2016-08-01
    Subjects: “...volatility clustering...”
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    Article
  10. 10
    On the Autoregressive Conditional Heteroskedasticity Models
    by Stenberg, Erik
    Published 2016
    Subjects: “...Volatility clustering...”
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  11. 11
    Modeling Volatility: Evidence from Tehran Stock Exchange
    Subjects: “...volatility clustering...”
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    Article
  12. 12
    Complex model of market price development and its simulation
    by Bohumil Stádník, Algita Miečinskienė
    Published 2015-09-01
    Subjects: “...volatility clustering...”
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    Article
  13. 13
    Persistence of Oil Prices in Gas Import Prices and the Resilience of the Oil-Indexation Mechanism. The Case of Spanish Gas Import Prices
    Subjects: “...volatility clustering...”
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    Article
  14. 14
    COVID-19 Pandemic and Romanian Stock Market Volatility: A GARCH Approach
    Subjects: “...volatility clustering...”
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    Article
  15. 15
    Project Portfolio Construction Using Extreme Value Theory
    Subjects: “...volatility clustering...”
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    Article
  16. 16
    Unexpected Information Demand and Volatility Clustering of Chinese Stock Returns: Evidence from Baidu Index
    by Gang Chu, Xiao Li, Dehua Shen, Yongjie Zhang
    Published 2019-12-01
    Subjects: “...volatility clustering...”
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    Article
  17. 17
    The riddle of volatility clusters
    by Bohumil Stádník
    Published 2014-06-01
    Subjects: “...volatility clustering...”
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    Article
  18. 18
    Achieving Portfolio Diversification through Cryptocurrencies in European Markets
    Subjects: “...volatility clustering...”
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    Article
  19. 19
    Empirical Results of Modeling EUR/RON Exchange Rate using ARCH, GARCH, EGARCH, TARCH and PARCH models
    Subjects: “...Volatility Clustering...”
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    Article
  20. 20
    A Novel Methodology to Calculate the Probability of Volatility Clusters in Financial Series: An Application to Cryptocurrency Markets
    Subjects: “...volatility cluster...”
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    Article
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