Volatility analysis based on GARCH-type models: Evidence from the Chinese stock market
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The financial market is a complex system with chaotic behavior that can lead to wild swings
within the financial system. This can drive the system into a variety of interesting …

Economics is one of the most important fields for a country. One of the activities that illustrate
the importance of the economy in a country is an investment. Investment activities, especially …

The paper examined commodity price volatility and stock returns on the Ghana Stock
Exchange (GSE). Utilising Threshold Generalised Autoregressive Conditional …

This paper provides several estimates of the GARCH models' parameters for the S&P500
index, based on returns and CBOE VIX. Using a daily sample collected from 2007 to 2022 …

The emerging market economies are fast improving in terms of the real sector and financial
sector growth. This is due to the role played by equity market that facilitates re-allocation of …

Oil price movements are highly volatile and tend to be influenced over extended periods,
often displaying long memory effect. This study utilizes the Autoregressive Fractionally …

The estimation and prediction of financial asset volatility are important in terms of theoretical
and practical applications. Considering that low-frequency and high-frequency information …

This paper investigates the forecast performance of symmetric and asymmetric GARCH
models in comparison with symmetric and asymmetric range-based GARCH models …

In recent times, the prediction of stock market volatility has emerged as a central focus in the
domain of financial econometrics. This paper presents an empirical analysis aimed at …