Global competitiveness of Kenyan coffee: the price volatility perspective by Richard Wamalwa Wanzala, Lawrence Ogechukwu Obokoh

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Dependent and Independent Time Series Errors Under Elliptically Countered Models by Fredy O. Pérez-Ramirez, Francisco J. Caro-Lopera, José A. Díaz-García, Graciela González Farías

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Predicting Financial Market Volatility with Modern Model and Traditional Model by R. G. Aldeki

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Characterization and Prediction of the Ghana Stock Exchange Composite Index Utilizing Bayesian Stochastic Volatility Models by Osei K. Tweneboah, Kwesi A. Ohene-Obeng, Maria C. Mariani

Subjects: “…Stochastic Volatility models…”
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FORECASTING COHERENT VOLATILITY BREAKOUTS by A. S. Didenko, M. M. Dubovikov, B. A. Poutko

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Volatility Modelling of the Johannesburg Stock Exchange All Share Index Using the Family GARCH Model by Israel Maingo, Thakhani Ravele, Caston Sigauke

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Influence of stochastic volatility for option pricing by Akvilina Valaitytė, Eimutis Valakevičius

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Volatility dynamics of cryptocurrencies: a comparative analysis using GARCH-family models by Çağlar SÖZEN

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Semiparametric Estimation and Application of Realized GARCH Model with Time-Varying Leverage Effect by Jinguan Lin, Yizhi Mao, Hongxia Hao, Guangying Liu

Subjects: “…volatility model…”
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STRATEGIC ADAPTATIONS AND VOLATILITY DYNAMICS: MODELING LISTED PRIVATE EQUITY IN SOUTH AFRICA by Chricencia Makanyara MURAPE, Raphael Tabani MPOFU

Subjects: “…Listed Private Equity. South Africa. Volatility modeling. GARCH-family models. Macroeconomic factors. …”
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Asymmetric Shocks and Pension Fund Volatility: A GARCH Approach with Macroeconomic Predictors to an Unexplored Emerging Market by Cristiana Tudor, Aura Girlovan, Gabriel Robert Saiu, Daniel Dumitru Guse

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Adaptive fractal dynamics: a time-varying Hurst approach to volatility modeling in equity markets by Abe Webb, Siddharth Mahajan, Mateo Sandhu, Rohan Agarwal, Arjun Velan

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Correction: Adaptive fractal dynamics: a time-varying Hurst approach to volatility modeling in equity markets by Abe Webb, Siddharth Mahajan, Mateo Sandhu, Rohan Agarwal, Arjun Velan

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Multivariate Asymmetric GARCH Model with Dynamic Correlation Matrix by Ju. S. Trifonov, B. S. Potanin

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