FORECASTING OF EXTREME RISK USING MARKOVSWITCHING GARCH MODELS: EVIDENCE FROM GLOBAL ENERGY MARKETS

VOLATILITY OF RETURNS IN STOCK MARKET INVESTMENTS: A STUDY OF BRICS NATIONS

Development of Instrumental Approaches to Forecasting the Volatility of the Return of Financial Assets

Forecasting coherent volatility breakouts

The importance of being informed: forecasting market risk measures for the Russian RTS index future using online data and implied volatility over two decades

Multiple Hedging on Energy Market

Качество прогноза валютных курсов и его значение для промышленного развития

SEMI-NONPARAMETRIC GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY MODEL WITH APPLICATION TO BITCOIN VOLATILITY ESTIMATION

Rice price volatility in East Java

Application of measures of heavy-tailedness in problems for analysis of financial time series