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    A General Approach to Testing Volatility Models in Time Series by Yongmiao Hong, Yoon-Jin Lee

    Published 2017-03-01
    “…They are useful diagnostic tools for practitioners when modelling volatility dynamics. Keywords: GARCH models, Nonlinear volatility dynamics, Specification testing…”
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    Risk and causality Co-movement of Malaysia's stock market with its emerging and OECD trading partners. Evidence from the wavelet approach. by Xiaoyang Wang, Hui Guo, Muhammad Waris, Badariah Haji Din

    Published 2024-01-01
    “…While in a leading-lagging relationship, Malaysia's stock market risk has both leading and lagging behavior with its trading partners' stock market risk in the selected period; this behavior changes based on the different trade and investment flow factors. Moreover, DCC-GARCH findings shows that Malaysian market has both short term and long-term synchronization with trading partners except USA. …”
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  20. 5400

    Temporal and spectral characteristics of dynamic functional connectivity between resting-state networks reveal information beyond static connectivity. by Sharon Chiang, Emilian R Vankov, Hsiang J Yeh, Michele Guindani, Marina Vannucci, Zulfi Haneef, John M Stern

    Published 2018-01-01
    “…A Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model is used to estimate time-varying patterns of functional connectivity between resting-state networks. …”
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