The Significance of Money for the Cults and Sanctuaries of Demeter and Kore: The Shaping of the Cults by Commercial Transactions by Aynur-Michèle-Sara Karatas

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Investment Risk Analysis On Bitcoin With Applied of VaR-APARCH Model by Irwan Kasse, Andi Mariani, Serly Utari, Didiharyono D.

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World Gold Price Forecast using APARCH, EGARCH and TGARCH Model by Yanne Irene, Madona Yunita Wijaya, Aisyah Muhayani

Subjects: “…return, volatilities, heteroscedasticity, asymmetric effect, aparch, egarch, tgarch.…”
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Volatilidade de dados intradiários: comportamento multiescala do Ibovespa frente à pandemia COVID-19 by Marcela de Marillac Carvalho, Luiz Otávio de Oliveira Pala, Thelma Sáfadi

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A comparison of market risk measures from a twofold perspective: accurate and loss function by Sonia Benito Muela, Carmen López-Martin, Raquel Arguedas-Sanz

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OPTIMAL HEDGE RATIO IN TURKISH STOCK INDEX FUTURES MARKET: A DECO-FIAPARCH APPROACH by İsmail ÇELİK, Ahmet Furkan SAK

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Stable-GARCH Models for Financial Returns: Fast Estimation and Tests for Stability by Marc S. Paolella

Subjects: “…APARCH…”
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Statistical modelling of Zimbabwe’s international tourist arrivals using both symmetric and asymmetric volatility models by Delson Chikobvu, Tendai Makoni

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Structured Monte Carlo. Estimated value at risk in a stock portfolio in Colombia Montecarlo estructurado. Estimación del valor en riesgo en un portafolio accionario en Colombia by María Auxiliadora Vergara Cogollo, Cecilia Maya Ochoa

Subjects: “…VaR, Market Risk, Full Montecarlo, Garch, Egarch, Parch, Aparch.…”
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Exploring Advanced GARCH Models for Analyzing Asymmetric Volatility Dynamics for the Emerging Stock Market in Hungary: An Empirical Case Study by Shreevastava Aman, Raza Shahil, Bharat Kumar Meher, Ramona Birau, Anand Abhishek, Mircea Laurentiu Simion, Nadia Tudora Cirjan

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Modeling conditional volatility by incorporating non-regular trading hours into the APARCH model by Breno Valente Fontes Araújo, Marcos Antônio de Camargos, Frank Magalhães de Pinho

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A Low Price Correction for Improved Volatility Estimation and Forecasting by George-Jason Siouris, Alex Karagrigoriou

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Post Model Correction in Risk Analysis and Management by G.-J. Siouris, D. Skilogianni, A. Karagrigoriou

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