The Impact of Company Characteristics on Return Volatility in Sorted Portfolios: A Hybrid Asymmetric Conditional Variance Approach by Seyed Kazem Ebrahimi, Mahnaz Khorasani, Mina Saba

Subjects: “…hybrid asymmetric conditional variance…”
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Audit Quality and Income Smoothing Among Listed Deposit Money Banks in Nigeria by Johnson Olowookere, Akeem Adeyemi, Adebayo Olagunju, Jimoh Ibrahim, Hammed Adebowale

Subjects: “…hybrid asymmetric conditional variance…”
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Short-term Shocks and Long-term Relationships of Interdependencies Among Central European Capital Markets by Michał Bernard Pietrzak, Marcin Fałdziński, Adam P. Balcerzak, Tomáš Meluzín, Marek Zinecker

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Volatility spillovers and conditional correlations between oil, renewables and stock markets: A multivariate GARCH-in-mean analysis by Wenxue Wang, Peter G. Moffatt, Zheng Zhang, Muhammad Yousaf Raza

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Dynamical Approach in studying GJR-GARCH (Q,P) Models with Application by Nooruldeen A. Noori, Azher A. Mohammad

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A Study On Stability Of Conditional Variances For GARCH Models With Application by Azher Abbas Mohammad, Mayadah Khalil Ghaffar

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Accurate Conditional Variance Models for Predicting Asymmetric Volatility in Cryptocurrency Markets by Onur Çelebi, Erhan Demireli

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