Impact Of Structural Shifts on Variance Persistence in Asymmetric Garch Models: Evidence From Emerging Asian and European Markets Journal title: Revista Romana de Statistica Authors: Altaf Muhammad, Zhang Shuguang Subject(s): Mathematics, Statistics , Science
Modelling Volatility of Asset Returns in Nigerian Stock Market: Applications of Random Level Shifts Models Journal title: Asian Research Journal of Mathematics Authors: David Adugh Kuhe, Moses Abanyam Chiawa Subject(s):
