Search Journal of Statistics and Management Systems
5 results found
Open Access
Journal of Statistics and Management Systems
Analyzing market risk forecasting of asymmetric GARCH model for stock volatility during the Malaysian general election period
Tan Yu Heng, Tan Xiao Xian, Chin Wen Cheong, Koh Siew Khew, Lim Min
Aug 2025
Open Access
Journal of Statistics and Management Systems
Extended two-piece double generalized gamma distribution and its applications
Tao Peng, Xi-Yuan Qian
May 2025
Open Access
Journal of Statistics and Management Systems
The impact of the Covid-19 and the Russia-Ukraine conflict on crude oil and stock market volatility
Iris Wong Sie Feng, Quah Aun Thye, Chin Wen Cheong, Lim Min
May 2025
Open Access
Journal of Statistics and Management Systems
An alternative method for out-of-sample forecast of FIEGARCH model
Debopam Rakshit, Ranjit Kumar Paul, Md. Yeasin, Christophe Chesneau
May 2025
Open Access
Journal of Statistics and Management Systems
Option valuation using Garch-type models : Empirical evidence using USD/INR data
Aaisha B. S. Mohungoo, Jason Narsoo
Apr 2025
