Peer Review History: Evaluating the Efficacy of GARCH Models in Forecasting Volatility Dynamics Across Major Global Financial Indices: A Decade-long Analysis

Editor(s):

(1) Prof. Olusegun Felix Ayadi, JPMorgan Chase Endowed Professor, Interim Chair, Jesse H Jones School of Business, Texas Southern University, Texas, USA.

Reviewers:

(1) Tsung-Han Ke, Providence University, R.O.C.

(2) Tosin B. Fateye, Redeemer’s University, Nigeria.

(3) Elham Ahmadi, Kühne Logistics University, Germany.

Additional Reviewers:

Additional Reviewers: (Comments received after deadline)

Open Peer Review Policy: Click Here

Specific Comment:

Average Peer review marks at initial stage: 8/10

Average Peer review marks at publication stage: 9/10

Peer Review History:


Stage 1 | Original Manuscript | File 1 | NA


Stage 2 | Peer Review Report_1 (Tsung-Han Ke, R.O.C) | File 1 | NA


Stage 2 | Peer Review Report_2 (Tosin B. Fateye, Nigeria) | File 1 | NA


Stage 2 | Peer Review Report_3 (Elham Ahmadi, Germany) | File 1 | NA


Stage 2 | Revised_MS_v1_and_Feedback_v1 | File 1 | File 2


Stage 3 | Comment_Editor_1_v1 | File 1 | NA


Posted in Review History.