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Combination of multivariate volatility forecasts

Amendola, Alessandra; Storti, Giuseppe - 2009

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Evaluating growth volatility susceptibility within regional free trade agreements

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Worker's remittances and GDP growth in Pakistan

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Consumer confidence or the business cycle : what matters more for European expected returns?

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Foreign direct investment, economic growth, and volatility : a useful model for policymakers

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A non-linear dynamic model of the variance risk premium

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Informational role of futures volume for spot volatility

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Impact of bank concentration and financial development on growth volatility : the case of selected OIC countries

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Islamic equities and COVID-19 pandemic : measuring Islamic stock indices correlation and volatility in period of crisis

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generalized method of moments (GMM), autoregressive distributed lag (ARDL) and multivariate GARCH (MGARCH) models for analysis of …

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What is the investment loss due to uncertainty?

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