Statistical tools for forecasting purpose started using smooth exponential methods in 1950s.
These methods were modified depending upon the trend followed in the data sets, based …

This empirical research aims to modeling and improving the forecasting accuracy of the
volatility pattern by employing the Saudi Arabia stock market (Tadawul) by studying daily …

This study aims to explore the comparative ability of forecasting models and the time series
volatility of capital markets in Indonesia using JCI daily index data and sectoral indices from …

Volatility is often used as a key input into several financial models, yet there is still no
consensus on the best-performing model in forecasting stock market returns volatility …

This study challenges the prevailing belief in the necessity of complex models for accurate
forecasting by demonstrating the effectiveness of parsimonious econometric models, namely …

Öz Bu çalışmanın amacı, Borsa İstanbul bünyesinde yoğun işlem gören Borsa İstanbul
Banka Endeksi'nin (BİST XBANK) volatilite yapısının Markov Rejim Değişimi GARCH modeli …

Abstract South Africa declared a State of National Disaster due to the COVID-19 pandemic,
instituting a nationwide lockdown on 26 March 2020. Sale of goods and services classified …

This study examines the phenomena of predictability, persistence in volatility, and leverage
effect in the stock returns of BRICS nations. This paper also evaluates the distributions and …

This article provides results on the volatility spread for stock markets in emerging
economies. Empirical studies on determining or predicting volatility in national and …

Bu makalede Borsa İstanbul ve Türkiye için oynaklık yayılımı sonuçları verilmektedir.
Oynaklık öngörülemezlik, belirsizlik ve de risk ile ilişkilidir. Finansta oynaklık ise genellikle …