international tourist arrivals and their growth rate is analogous to the volatility (or dynamic risk) in financial returns. The … of tax revenue receipts. A framework is presented for risk management of daily tourist tax revenues for the Maldives … international tourism receipts are significant financial assets to the economies of SITEs, the timevarying volatility of …

tourist arrivals and their growth rate is analogous to the volatility (or dynamic risk) in financial returns. In this paper … magnitude of tax revenue receipts. A framework is presented for risk management of daily tourist tax revenues for the Maldives … international tourism are significant financial assets to the economies of SITEs, the time-varying volatility of international …

tourist arrivals and their growth rate is analogous to the volatility (or dynamic risk) in financial returns. In this paper … magnitude of tax revenue receipts. A framework is presented for risk management of daily tourist tax revenues for the Maldives … international tourism are significant financial assets to the economies of SITEs, the time-varying volatility of international …

and respond well to previous shocks. As a result, financial assets have low unconditional volatility and the lowest risk …This research examines the correlations between the return volatility of cryptocurrencies, global stock market indices …, and the spillover effects of the COVID-19 pandemic. For this purpose, we employed a two-stage multivariate volatility …

This study investigates the volatility in daily stock returns for Total Nigeria Plc using nine variants of GARCH models …: sGARCH, girGARCH, eGARCH, iGARCH, aGARCH, TGARCH, NGARCH, NAGARCH, and AVGARCH along with value at risk estimation and … investigation of the volatility, VaR, and backtesting of the daily stock price of Total Nigeria Plc is important as most previous …

and respond well to previous shocks. As a result, financial assets have low unconditional volatility and the lowest risk …This research examines the correlations between the return volatility of cryptocurrencies, global stock market indices …, and the spillover effects of the COVID-19 pandemic. For this purpose, we employed a two-stage multivariate volatility …

. The method is applied to Value-at-Risk forecasting with (skewed) Student's t distributions and a time-varying degrees of … volatility of individual stock returns and exchange rate returns. …

dynamics adapts to the non-normal nature of financial data, which helps to robustify the volatility estimates. The new model … dynamics of higher-order moments, and to the other preferred choice of forecasting distribution. We apply our method to Value-at-Risk … volatility forecasting of stock returns and exchange rates. …