Direct and enhanced delivery of nanoliposomes of anti schizophrenic agent to the brain through nasal route von Upadhyay, Pratik, Trivedi, Jatin, Pundarikakshudu, Kilambi, Sheth, Navin

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Modelling volatility spillovers, cross-market correlation and co-movements between stock markets in European Union: an empirical case study von Trivedi, Jatin, Spulbăr, Cristi, Birău, Ramona, Mehdiabadi, Amir

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Testing volatility spillovers using GARCH models in the Japanese stock market during COVID-19 von Spulbar, Cristi, Birau, Ramona, Trivedi, Jatin, Thonse Hawaldar, Iqbal, Loredana Minea, Elena

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Modelling the growth dynamics of sustainable renewable energy – Flourishing green financing von Trivedi, Jatin, Chakraborty, Dipanwita, Nobanee, Haitham

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Greening healthcare: exploring economic and ecological synergies in the pursuit of net-zero carbon futures von Afjal, Mohd, Trivedi, Jatin

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A novel approach for characterization of multibeam communication payloads von Trivedi, Jatin, Joshi, Siddhant, Vyas, Rakesh

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Estimating Volatility and Investment Risk: An Empirical Case Study for NIFTY MIDCAP 50 Index of National Stock Exchange (NSE) in India von Birau, Ramona, Trivedi, Jatin, Spulbar, Cristi

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Is There a Necessary Prerequisite to Follow Ethical Issues in Entrepreneurship and Business ? von Cristi Spulbar, Ramona Birau, Jatin Trivedi

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Investigating Short and Long Run Volatility Movements in the Context of COVID-19 Pandemic: A Case Study for Norwegian Stock Market von Cristi Spulbar, Ramona Birau, Jatin Trivedi

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ASSESSING THE CHANGES IN STATISTICAL PROPERTY OF SELECTED STOCK MARKETS BEHAVIOUR BEFORE AND AFTER COVID-19 PANDEMIC: A CASE STUDY von Trivedi, Jatin, Spulbar, Cristi, Birau, Ramona, Minea, Elena Loredana

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Comparative study between simple and optimized liposomal dispersion of quetiapine fumarate for diffusion through nasal route von Upadhyay, Pratik, Trivedi, Jatin, Pundarikakshudu, Kilambi, Sheth, Navin

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Estimating volatility patterns using GARCH models: A case study on Swedish stock market von Birau, Ramona, Trivedi, Jatin, Baid, Rachana, Florescu, Ion, Simion, Mircea Laurenţiu

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Investigating volatility patterns for a cluster of developed stock markets including Austria, France, Germany and Spain by using GARCH models von Spulbăr, Cristi, Birau, Ramona, Trivedi, Jatin, Iacob (Troto), Anca Ioana, Florescu, Ion, Baid, Rachana

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Investigating Stylized Facts and Long-Term Volatility Patterns Using GARCH Models: An Empirical Case Study for the Russian Stock Market von Trivedi, Jatin, Spulbăr, Cristi, Birău, Ramona, Florescu, Ion

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Modeling volatility in the stock markets of Spain and Hong Kong using GARCH family models in the context of COVID - 19 pandemic von Birău, Ramona, Spulbăr, Cristi, Trivedi, Jatin, Florescu, Ion

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Sustainable Investing Based on Momentum Strategies in Emerging Stock Markets: A Case Study for Bombay Stock Exchange (BSE) of India von Spulbăr, Cristi, Ejaz, Abdullah, Birău, Ramona Felicia, Trivedi, Jatin

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Abstracting Volatility Dynamics of South Korean Stock Market: A case study von Spulbăr, Cristi, Birau, Ramona, Trivedi, Jatin, Simion, Mircea Laurenţiu, Spulbar, Andrei-Cristian

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TIME VARYING COINTEGRATION AND CAUSALITY: A COMPARATIVE CASE STUDY FOR RUSSIA, UKRAINE, HUNGARY AND ROMANIA USING VECM AND CCC – MGARCH MODELS von Spulbăr, Cristi, Trivedi, Jatin, Birau, Ramona, Siddula, Narsimhulu, Iacob (Troto), Anca Ioana

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Modeling emerging stock market volatility using asymmetric GARCH family models: An empirical case study for BSE Ltd. (formerly known as Bombay Stock Exchange) of India von Trivedi, Jatin, Afjal, Mohd, Spulbăr, Cristi, Birău, Ramona, Inumula, Krishna Murthy, Pradhan, Subhendu

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Modeling S&P Bombay Stock Exchange BANKEX Index Volatility Patterns Using GARCH Model von Birău, Ramona, Trivedi, Jatin, Antonescu, Mihail

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