The exponentiated half logistic skew-t distribution with GARCH-type volatility models-Reference-Cited by-同舟云学术

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The exponentiated half logistic skew-t distribution with GARCH-type volatility models

Published:2022-07 Issue: Volume:16 Page:e01253
ISSN:2468-2276
Container-title:Scientific African
language:en
Short-container-title:Scientific African

Author:

Adubisi O.D.^ORCID,Abdulkadir A.,Farouk U.A.,Chiroma H.

Publisher

Elsevier BV

Subject

Multidisciplinary

Reference32 articles.

1. Forecasting volatility in markets: a review;Poon;J. Econ. Lit.,2003

2. The variation of certain speculative prices;Mandelbrot;J. Bus.,1963

3. Conditional heteroskedasticity in asset returns: a new approach;Nelson;Econometrica,1991

4. A new generalized of skew-t distribution with volatility models;Altun;J. Stat. Comput. Simul.,2018

5. Improving Volatility Forecasting of GARCH Models: Applications to Daily Returns in Emerging Stock Markets;Kosapattarapim,2013

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1. Enhancing African market predictions: Integrating quantum computing with Echo State Networks;Scientific African;2024-09

2. A comparative study of error distributions in the GARCH model through a Monte Carlo simulation approach;Scientific African;2024-03

3. Improved parameter estimators for the flexible extended skew-t model with extensive simulations, applications and volatility modeling;Scientific African;2023-03

4. Investigation of Fractal Market Hypothesis in Emerging Markets: Evidence from the MINT Stock Markets;Organizations and Markets in Emerging Economies;2022-12-22

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