large market gyrations and, thus, provide for a less volatile development of a portfolio. One attempt at selecting stocks … prop- erties of the Dow Jones Islamic Stock Market Index (DJIM) and ex- plore its volatility dynamics using a number of up …

heteroscedasticity (GARCH)-type models to forecast oil price volatility over the time periods from January 02, 1875 to December 31, 1895 … indicate that none of our volatility models can uniformly outperform other models across all six different loss functions …

price volatility, and compares their forecasting performance to the standard GARCH, fractionally integrated GARCH (FIGARCH …