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Publications by João Amaral Tomaz

A New Approach to Bad News Effects on Volatility: The Multiple-Sign-Volume Sensitive Regime EGARCH Model (MSV-EGARCH)

Portuguese Economic Journal

English

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Impact of Agricultural Output Volatility on Economic Growth in Nigeria: Egarch Analysis

IOSR Journal of Agriculture and Veterinary Science

English

The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH

Economics Letters

English

Research on Measure of Noise Trading in Stock Market Based on EGARCH-M Model

English

Financial Volatility Forecasting by Least Square Support Vector Machine Based on GARCH, EGARCH and GJR Models: Evidence From ASEAN Stock Markets

International Journal of Economics and Finance

English

A Cognitive Approach to Modeling Bad News Conversations

English

Copper Future's Risk Spillover Effect Between SHFE and LME Based on EGARCH-GED

English

Betategarch: Simulation, Estimation and Forecasting of Beta-Skew-T-Egarch Models

Numerical Analysis

English

Volatility Model Choice for Sub-Saharan Frontier Equity Markets - A Markov Regime Switching Bayesian Approach

EMAJ: Emerging Markets Journal

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A Markov Regime Switching Approach to Estimating the Volatility of Johannesburg Stock Exchange (JSE) Returns

Investment Management and Financial Innovations

International Management

English