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2. Trends in the European Monetary Union. An Overview. (2024). Liargovas, Panagiotis ; Anastasiou, Athanasios ; Panagiotis, Liargovas ; Athanasios, Anastasiou ; Christos, Papageorgiou.
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3. Using EGARCH models to predict volatility in unconsolidated financial markets: the case of European carbon allowances. (2023). Huete-Morales, Maria-Dolores ; Galan-Valdivieso, Federico ; Villar-Rubio, Elena.
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4. Modelling the impact of crude oil price on Nigerian exchange rate during COVID-19. (2022). Nweke, Onyinyechi ; Deekor, Leelee N ; Sani, Amina Muhammad.
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5. Financial connectedness of GCC emerging stock markets. (2021). Hung, Ngo Thai.
   In: Eurasian Economic Review.
   RePEc:spr:eurase:v:11:y:2021:i:4:d:10.1007_s40822-021-00185-2.

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6. Nexus between green bonds, financial and environmental indicators. (2021). Hung, Ngo Thai.
   In: Economics and Business Letters.
   RePEc:ove:journl:aid:15853.

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2. Volatility Behaviour of the Foreign Exchange Rate and Transmission Among Central and Eastern European Countries: Evidence from the EGARCH Model. (2021). Hung, Ngo Thai.
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3. Uncertainty of M&As under asymmetric estimation. (2021). Kanungo, Rama Prasad.
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4. Global equity market volatilities forecasting: A comparison of leverage effects, jumps, and overnight information. (2021). Wei, YU ; Li, Yan ; Ma, Feng ; Liang, Chao.
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5. Abnormal volatility in seasoned equity offerings during economic disruptions. (2021). Bakry, Walid ; Prasad, Mason ; Varua, Maria Estela.
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6. Improving stock price prediction using the long short-term memory model combined with online social networks. (2021). Liu, Keyan ; Zhou, Jianan ; Dong, Dayong.
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7. Volatility of BIST 100 Returns After 2020, Calendar Anomalies and COVID-19 Effect. (2021). Celk, Ali.
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8. The Impact of Covid-19 Pandemic on Stock Market Return Volatility: Evidence from Malaysia and Singapore. (2021). Ziaei, Sayyed Mahdi ; Szulczyk, Kenneth R ; Chuan, Jordan Ngu.
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9. Forecasting stock price volatility: New evidence from the GARCH-MIDAS model. (2020). Wang, LU ; Yang, Lin ; Liu, Jing ; Ma, Feng.
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11. The Impact of COVID-19 on Price Volatility of Crude Oil and Natural Gas Listed on Multi Commodity Exchange of India. (2020). Mohapatra, Latasha ; Hawaldar, Iqbal Thonse ; Meher, Bharat Kumar ; Sarea, Adel M.
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12. Risk Threshold for Sustainable Current Account Balance of Payments: An Indonesian Case. (2020). Sriyana, Jaka ; Hakim, Abdul.
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13. Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling. (2020). Mattera, Raffaele ; giacalone, massimiliano ; Cerqueti, Roy.
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14. Predicting the volatility in stock return of emerging economy: An empirical approach. (2020). Yadav, Miklesh Prasad ; Khera, Aastha.
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15. Evaluating Good and Bad News During Pre and Post Financial Meltdown: Nigerian Stock Market Evidence. (2019). Ibraheem, Nageri Kamaldeen.
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16. On the predictive ability of GARCH and SV models of volatility: An empirical test on the SENSEX index.. (2019). Saini, Neha ; Mittal, Anil Kumar .
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17. Studying the Volatility of Pakistan Stock Exchange and Shanghai Stock Exchange Markets in the Light of CPEC: An Application of GARCH and EGARCH Modelling. (2019). Fraz, Tayyab Raza ; Fatima, Samreen ; Ahsanuddin, Muhammad.
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18. Exchange rate exposure revisited in Malaysia: a tale of two measures. (2018). Kogid, Mori ; Lily, Jaratin ; Bujang, Imbarine ; Karia, Abdul Aziz.
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19. The Dynamic and Dependence of Takaful and Conventional Stock Return Behaviours: Evidence from the Insurance Industry in Saudi Arabia. (2018). Benlagha, Noureddine ; Hemrit, Wael.
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20. Dynamically Adjustable Moving Average (AMA’) technical analysis indicator to forecast Asian Tigers’ futures markets. (2018). Phooi, Jacinta Chan.
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21. Asymmetric volatility transmission between the real exchange rate and stock returns in South Africa. (2018). Aye, Goodness C ; Sikhosana, Ayanda.
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22. Asymmetric Information and Volatility of Stock Returns in Nigeria. (2017). Migiro, Stephen Oseko ; Russell, Olukayode ; Abata, Matthew Adeolu ; Omokehinde, Joshua Odutola ; Somoye, Christopher.
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23. Long-term effects of the asymmetry and persistence of the prediction of volatility: Evidence for the equity markets of Latin America. (2017). ortiz, edgar ; de Jesus, Raul ; Salgado, Oswaldo Garcia.
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24. Los efectos de largo plazo de la asimetría y persistencia en la predicción de la volatilidad: evidencia para mercados accionarios de América Latina. (2017). ortiz, edgar ; de Jesus, Raul ; Salgado, Oswaldo Garcia.
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25. Price Volatility Modelling – Wheat: GARCH Model Application. (2017). Maitah, Mansoor ; Ermak, M ; Malec, K.
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26. Forecasting Tax Revenue and its Volatility in Tanzania. (2017). Chimilila, Cyril.
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27. Impact of News on Indian Stock Market: A Periodic Study with Asymmetric Conditional Volatility Models. (2016). .
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28. Asymmetric relationship between stock market returns and macroeconomic variables. (2016). Chandramohan, S ; Devi, Chitra N.
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29. Dependency analysis between Bitcoin and selected global currencies. (2016). Gedek, Stanislaw ; Mentel, Grzegorz ; Szetela, Beata.
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30. A Regression Based Approach to Capturing the Level Dependence in the Volatility of Stock Returns. (2016). Maheswaran, S ; Padmakumari, Lakshmi.
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31. Is there an ideal in-sample length for forecasting volatility?. (2015). Kambouroudis, Dimos S ; McMillan, David G.
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32. Revisiting the asymmetric dynamic dependence of stock returns: Evidence from a quantile autoregression model. (2015). Li, ZhaoLai ; Zeng, Zhaofa ; You, Wanhai ; Zhu, Hui-Ming .
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33. Modeling and forecasting of stock index volatility with APARCH models under ordered restriction. (2015). Wang, Xiaoguang ; Amin, Muhammad ; Thorlie, Milton Abdul ; Song, Lixin.
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34. Analyzing volatility of rice price in Indonesia using ARCH/GARCH model. (2014). Muslim, Ahmad.
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35. Investor induced contagion during the banking and European sovereign debt crisis of 2007–2012: Wealth effect or portfolio rebalancing?. (2014). Petmezas, Dimitris ; Santamaria, Daniel.
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36. Effectiveness of volatility models in option pricing: evidence from recent financial upheavals. (2013). Singh, Vipul Kumar.
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37. Market risk valuation modeling for the European countries at the financial crisis of 2008. (2012). Shcherba, Alexandr.
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38. Revisiting Several Popular GARCH Models with Leverage Effect: Differences and Similarities. (2012). Ruiz, Esther ; Rodriguez, Maria Jose.
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39. Modelling volatility during the current financial crisis: an empirical analysis of the US and the UK stock markets. (2012). Kroustalis, Ioannis G. ; Tampakoudis, Ioannis A. ; Subeniotis, Demetres N..
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40. Modeling and forecasting expected shortfall with the generalized asymmetric Student-t and asymmetric exponential power distributions. (2011). Galbraith, John ; Zhu, Dongming.
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41. A generalized asymmetric Student-t distribution with application to financial econometrics. (2010). Galbraith, John ; Zhu, Dongming.
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42. Asymmetry in Volatility: A Comparison of Developed and Transition Stock Markets. (2010). Wdowiński, Piotr ; Wdowinski, Piotr ; Malecka, Marta.
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43. Corporate social responsibility and stock market performance. (2009). Ciciretti, Rocco ; Becchetti, Leonardo.
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44. Asymmetric GARCH and the financial crisis: a preliminary study. (2009). Výrost, Tomáš ; Baumohl, Eduard ; Vrost, Toma.
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45. Asymmetric GARCH and the financial crisis: a preliminary study. (2009). Výrost, Tomáš ; Baumohl, Eduard ; Vrost, Toma.
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46. A GENERALIZED ASYMMETRIC STUDENT-T DISTRIBUTION WITH APPLICATION TO FINANCIAL ECONOMETRICS. (2009). Galbraith, John ; Zhu, Dongming.
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47. FORECASTING EXPECTED SHORTFALL WITH A GENERALIZED ASYMMETRIC STUDENT-T DISTRIBUTION. (2009). Galbraith, John ; Zhu, Dongming.
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48. Forecasting Expected Shortfall with a Generalized Asymmetric Student-t Distribution. (2009). Galbraith, John ; Zhu, Dongming.
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49. A Generalized Asymmetric Student-t Distribution with Application to Financial Econometrics. (2009). Galbraith, John ; Zhu, Dongming.
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50. Volatility and Long Term Relations in Equity Markets: Empirical Evidence from Germany, Switzerland, and the UK. (2008). Guidi, Francesco.
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