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Forecasting volatility of stock indices with ARCH model

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Robust value-at-risk forecasting of Karachi Stock Exchange

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Dynamic interaction between historical and implied volatility in the Indian option market

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Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility

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Old-fashioned parametric models are still the best : a comparison of value-at-risk approaches in several volatility states

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Revisiting the auto-regressive integrated moving average approach to modelling volatility using Bahrain all share index daily returns

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Predicting volatility of bitcoin returns with ARCH, GARCH and EGARCH models

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market uncertainty and volatility of the investment instruments. Thus, the prediction of the uncertainty and volatilities of … to identify the best fit model that can predict the volatility of return of Bitcoin, which is in high demand as an … the residuals of the average equation model selected have ARCH effect. Volatility of Bitcoin return series after detection …

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