Do jumps matter in discrete-time portfolio optimization? by Marcos Escobar-Anel, Ben Spies, Rudi Zagst

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Effective Forecasting of Insurer Capital Requirements: ARMA-GARCH, ARMA-GARCH-EVT, and DCC-GARCH Approaches by Thitivadee Chaiyawat, Pannarat Guayjarernpanishk

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Resilience of Islamic and conventional stocks to geopolitical conflict: A GARCH model analysis by Fuad Hasyim, Ririn Tri Ratnasari, Moh. Nurul Qomar, Husny Gibreel Musa Saleh

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PEMODELAN DAN PREDIKSI CURAH HUJAN MENGGUNAKAN IMBAL HASIL HETEROSKEDASTIS DI KABUPATEN BANDUNG by Nurhayati Nurhayati, Zulfa Razi, Wiwin Apriani

Subjects: “…aic, arch model, garch model, mle, conditional variance.…”
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Indonesian Stocks’ Volatility during COVID-19 Waves: Comparison between IHSG and ISSI by Muhammad Syauqy Alghifary, Dzuliyati Kadji, Iffah Hafizah

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Volatility Transmission between Stock and Foreign Exchange Markets: Evidence from Nigeria by Emenike Kalu O.

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A Note on Natural Gas Price Transmission from TTF to Other European Hubs by Michał Rubaszek

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Exploring the Dynamics of Brent Crude Oil, S&P500 and Bitcoin Prices Amid Economic Instability by Adela Bara, Irina Alexandra Georgescu, Simona-Vasilica Oprea, Marian Pompiliu Cristescu

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Does the crisis period affect the properties of various financial assets: evidence from G7, BRIC, GCC countries by Marwa Eleuch, Nada Souissi, Mourad Mroua

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Interconnectedness and Spillover Effects amongst Stock Markets of the US, China, Germany, Japan and India using DCC-GARCH Model and Diebold Yilmaz Method by Archana Agarwal, Nidhi Dhankhar, Sunita Mehla

Subjects: “…dcc-garch model…”
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Examining the Leverage Effect, Dynamic Conditional Correlation, and Volatility Spillover Among Selected Indices of the Tehran Stock Exchange: Evidence from the ARMA-DCC-GJR-GARCH M... by Gholamhosein Golarzi, Seyed Ramin Abolfazli

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Financial contagion in the US, European and Chinese stock markets during global shocks by Marina Yu. Malkina

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