Financial Risk and Volatility Modeling

Articles on Scinovex in this research area

27 articles, most cited first

1. Negative binomial sum of random variables and modeling financial data
   International Journal of Statistics and Applied Mathematics · 2017 · 6 citations · AI summary
2. A time series evaluation of the asymmetric nature of heteroscedasticity: an EGARCH approach
   International Journal of Statistics and Applied Mathematics · 2017 · 5 citations
3. Stability and controllability analysis of stochastic model for stock market prices
   International Journal of Statistics and Applied Mathematics · 2023 · 3 citations · AI summary
4. Modelling the volatility of the Ghana stock market: A comparative study
   International Journal of Statistics and Applied Mathematics · 2023 · 2 citations
5. Analysis of financial data by generalized logistic distribution
   International Journal of Statistics and Applied Mathematics · 2018 · 2 citations
6. Time series models with tailed generalized geometric Linnik distribution as Marginals
   International Journal of Statistics and Applied Mathematics · 2024 · 1 citations
7. A transfer function modelling of Nigerian current account (Net) and exchange rate
   International Journal of Statistics and Applied Mathematics · 2020 · 1 citations
8. Estimation Methods of the Markov Switching GARCH Models for Forecasting Exchange Rate Volatility
   International Journal of Statistics and Applied Mathematics · 2019 · 1 citations · AI summary
9. Co-integration and error correction modelling for prices of black pepper in Karnataka
   International Journal of Agriculture Extension and Social Development · 2026 · 0 citations
10. Bivariate volatility modelling of the impact of crude oil prices on Nigeria exchange rate
    International Journal of Statistics and Applied Mathematics · 2026 · 0 citations
11. Comparative analysis between symmetric and asymmetric dynamic conditional correlation multivariate GARCH modeling of macro-financial variables in Nigeria
    International Journal of Statistics and Applied Mathematics · 2026 · 0 citations
12. Forecasting onion price volatility in Madhya Pradesh markets using Arma-Garch models
    International Journal of Statistics and Applied Mathematics · 2026 · 0 citations
13. Price volatility and spot-futures relationship in the Indian castor seed market
    International Journal of Research in Agronomy · 2026 · 0 citations
14. Price relationship and volatility dynamics in soybean spot and futures markets in India
    International Journal of Agriculture and Food Science · 2026 · 0 citations
15. Spot and future price relationship of turmeric: An econometric study
    International Journal of Agriculture and Food Science · 2026 · 0 citations
16. Modeling and forecasting volatility in the Iraq stock exchange: A survey study using ARCH and GARCH models
    International Journal of Statistics and Applied Mathematics · 2025 · 0 citations
17. Assessing the dynamics of financial assets: MGARCH modelling of Nigerian stock returns, all share index, and crude oil prices
    International Journal of Statistics and Applied Mathematics · 2025 · 0 citations
18. Volatility and risk persistence in black pepper prices: A garch analysis of garbled and ungarbled grades in the Kochi market
    International Journal of Horticulture and Food Science · 2025 · 0 citations · AI summary
19. Garch modeling of Nigerian stock exchange market capitalization
    International Journal of Statistics and Applied Mathematics · 2025 · 0 citations
20. Bootstrapping the coefficients of a polynomial regression with ARFIMA errors
    International Journal of Statistics and Applied Mathematics · 2024 · 0 citations
21. Estimating stochastic volatility models in financial mathematics with applications to Andes seismic wave propagation
    International Journal of Statistics and Applied Mathematics · 2024 · 0 citations
22. Bounding copula functions for dependence modeling with applications to deccan plateau groundwater models
    International Journal of Statistics and Applied Mathematics · 2024 · 0 citations
23. Statistical mechanics in economics: An application of Brownian motion in modeling prices of assets
    International Journal of Statistics and Applied Mathematics · 2021 · 0 citations · AI summary
24. Information-based stochastic volatility model using the extended Kalman filter
    International Journal of Statistics and Applied Mathematics · 2020 · 0 citations · AI summary
25. Properties of new derived power series distribution
    International Journal of Statistics and Applied Mathematics · 2018 · 0 citations
26. On estimation of some Univariate Bayesian frailty models
    International Journal of Statistics and Applied Mathematics · 2018 · 0 citations
27. Bayesian analysis of dynamic correlation -multivariate stochastic volatility (DC-MSV) model
    International Journal of Statistics and Applied Mathematics · 2017 · 0 citations · AI summary