Работы, цитирующие эту работу

Работ: 11

Работа: Generalized autoregressive conditional heteroskedasticity

1. The role of sudden variance shifts in predicting volatility in bioenergy crop markets under structural breaks

   Akram Shavkatovich Hasanov, Aktam U. Burkhanov, Bunyod Usmonov +2

   СтатьяMarket Dynamics and VolatilityEnergy2024Цитирований: 33

   ABIABI:AkademIndex/openalex/2024.article.000072

2. The volatility of global energy uncertainty: Renewable alternatives

   Cem Işık, Bekhzod Kuziboev, Serdar Ongan +3

   СтатьяMarket Dynamics and VolatilityEnergy2024Цитирований: 8

   ABIABI:AkademIndex/openalex/2024.article.000007

3. The Volatility Assessment of CO2 Emissions in Uzbekistan: ARCH/GARCH Models

   Bekhzod Kuziboev, Petra Vysušilová, Raufhon Salahodjaev +2

   СтатьяEnergy, Environment, Economic GrowthInternational Journal of Energy Economics and Policy2023Цитирований: 8

   ABIABI:AkademIndex/openalex/2026.other.105441

4. The Volatility Spillover of Global Oil Price Uncertainty

   Kamil Pícha, Lucie Tichá, Sanat Chuponov +3

   СтатьяMarket Dynamics and VolatilityInternational Journal of Energy Economics and Policy2024Цитирований: 4

   ABIABI:AkademIndex/openalex/2024.article.001774

5. Stochastic Volatility Models with Endogenous Breaks in Volatility Forecasting

   Akram Shavkatovich Hasanov, Sаlоkhiddin Аvаzkhоdjаеv

   ГлаваFinancial Risk and Volatility ModelingContributions to economics2022Цитирований: 3

   ABIABI:AkademIndex/openalex/2026.other.329465

6. Investigating the impact of geopolitical risks on the commodity futures

   Sokratis Mitsas, Petros Golitsis, Khurshid Khudoykulov

   СтатьяMarket Dynamics and VolatilityCogent Economics & Finance2022Цитирований: 1

   ABIABI:AkademIndex/openalex/2022.article.000078

7. Comparison Results for GARCH Processes

   Fabio Bellini, Franco Pellerey, Carlo Sgarra +1

   ПрепринтFinancial Risk and Volatility ModelingJournal of Applied Probability2012Цитирований: 0

   ABIABI:AkademIndex/openalex/2012.preprint.000007

8. Bootstrap for<i>U</i>-statistics: a new approach

   Sh. Olimjon Sharipov, Johannes Tewes, Martin Wendler

   СтатьяFinancial Risk and Volatility ModelingJournal of nonparametric statistics2016Цитирований: 0

   ABIABI:AkademIndex/openalex/2016.article.000399

9. Oil price volatility and stock returns: Evidence from three oil‐price wars

   Mushtaq Hussain Khan, Junaid Ahmed, Mazhar Mughal +1

   ПрепринтMarket Dynamics and VolatilityInternational Journal of Finance & Economics2022Цитирований: 0

   ABIABI:AkademIndex/openalex/2022.preprint.000010

10. An examination of the effects of the global financial crisis on the stock markets of BRICS countries

    Anvar Absamatov, Askar Absamatov

    СтатьяFinancial Risk and Volatility ModelingAIP conference proceedings2024Цитирований: 0

    ABIABI:AkademIndex/openalex/2024.article.009255

11. Medium-Term Forecasting Of Investment Portfolio Profitability

    Tursunkhodjayeva Shirin

    СтатьяEconomic and Technological Developments in RussiaInternational Journal Of Management And Economics Fundamental2025Цитирований: 0

    ABIABI:AkademIndex/openalex/2025.article.007010