A Study on the Performance of Symmetric and Asymmetric GARCH Models in Estimating Stock Returns Volatility Journal title: International Journal of Empirical Finance Authors: Mohd Aminul Islam Subject(s): Personnel Management, Reliability and Risk Analysis
The Cryptocurrency Market Through the Scope of Volatility Clustering and Leverage Effects Journal title: Acadlore Transactions on Applied Mathematics and Statistics Authors: Filip Peovski, Violeta Cvetkoska, Igor Ivanovski Subject(s): Statistics & Probability, Mathematics - Mathematics - Applied mathematics
