Sources of volatility in Australia's export prices: evidence from ARCH and GARCH modelling

By Valadkhani Abbas   Layton Allan P.   Karunaratne Neil D.  

Global Business and Economics Review, Vol. 7, Iss. 4, 2005-11 ,pp. : 295-310

Inderscience Publishers

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GARCH model with cross-sectional volatility: GARCHX models

By Hwang Soosung   Satchell Steve E.  

Applied Financial Economics, Vol. 15, Iss. 3, 2005-02 ,pp. : 203-216

Routledge Ltd

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Does the introduction of stock index futures effectively reduce stock market volatility? Is the 'futures effect' immediate? Evidence from the Italian stock exchange using GARCH

By Bologna Pierluigi   Cavallo Laura  

Applied Financial Economics, Vol. 12, Iss. 3, 2002-03 ,pp. : 183-192

Routledge Ltd

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Exchange rate volatility and Turkish industry-level export: Panel cointegration analysis

By Nazlioglu Saban  

Journal of International Trade & Economic Development, Vol. 22, Iss. 7, 2013-10 ,pp. : 1088-1107

Routledge Ltd

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Evaluating the hedging performance of the constant-correlation GARCH model

By Lien Donald   Tse Y. K.   Tsui Albert K. C.  

Applied Financial Economics, Vol. 12, Iss. 11, 2002-11 ,pp. : 791-798

Routledge Ltd

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