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Financial Econometrics: From Basics to Advanced Modeling Techniques
1 references·10 citing·44 second hop
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References

  • 2001Econometric Analysis of Cross Section and Panel Data27,575 cited

Cited by

  • 2008Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and Performance Measures150 cited
  • 2012Modelling Exchange Rate Volatility using GARCH Models: Empirical Evidence from Arab Countries93 cited
  • 2012Modelling Stock Market Volatility Using Univariate GARCH Models: Evidence from Sudan and Egypt72 cited
  • 2022Comparing forecasting accuracy of selected grey and time series models based on energy consumption in Brazil and India71 cited
  • 2011MODELING STOCK MARKET VOLATILITY USING GARCH MODELS EVIDENCE FROM SUDAN67 cited
  • 2020Impact of Dynamic Workforce and Workplace Variables on the Productivity of the Construction Industry: New Gross Construction Productivity Indicator51 cited
  • 2019Does market attention affect Bitcoin returns and volatility?50 cited
  • 2018Forecasting seasonal time series based on fuzzy techniques50 cited
  • 2018Exchange rate volatility in West African countries: is there a shred of Spillover?31 cited
  • 2012Modeling Asymmetric Volatility in the Nigerian Stock Exchange30 cited

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