Estimating and forecasting volatility of financial time series in Pakistan with GARCH-type models
G. R. Pasha, Tahira Qasim and Muhammad Aslam
| Year of publication: |
2007
|
|---|---|
| Authors: | Pasha, G. R. ; Qasim, Tahira ; Chaudhary, Mohammad Aslam |
| Published in: |
The Lahore journal of economics. - Lahore, ISSN 1811-5438, ZDB-ID 2228723-1. - Vol. 12.2007, 2, p. 115-149
|
| Subject: | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Statistische Verteilung | Statistical distribution | ARCH-Modell | ARCH model | Theorie | Theory | Schätzung | Estimation | Pakistan | 2002-2006 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003679727