Discover open access scientific publications

Search, annotate, share and cite publications

Publications by José Castro Pinto

Modeling Stock Markets’ Volatility Using GARCH Models With Normal, Student’s T and Stable Paretian Distributions

Statistical Papers

English

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

Portuguese Economic Journal

English

Related publications

Modeling Volatility in the Stock Markets Using GARCH Models: European Emerging Economies and Turkey

International Journal of Economics and Business Administration

English

Estimating Stock Market Volatility Using Asymmetric GARCH Models

Applied Financial Economics

English

Measuring Volatility Using Garch Models : An Application to Selected Stock of Dhaka Stock Exchange

International Journal of Advanced Research

English

Flexible Multivariate GARCH Modeling With an Application to International Stock Markets

Review of Economics and Statistics

Social Sciences

English

Estimating and Forecasting Volatility of Financial Markets Using Asymmetric GARCH Models: An Application on Turkish Financial Markets

International Journal of Economics and Finance

English

Evaluated the Success of Fractionally Integrated-Garch Models on Prediction Stock Market Return Volatility in Gulf Arab Stock Markets

International Journal of Economics and Finance

English

Empirical Analysis of Chinese Stock Market Volatility Based on GARCH Models and Markov Switching Models

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

An Empirical Evaluation in GARCH Volatility Modeling: Evidence From the Stockholm Stock Exchange

Journal of Mathematical Finance

English