Modeling and forecasting Saudi stock market volatility using wavelet methods
Tariq S. Alshammari, Mohd T. Ismail, Sadam Al-Wadi, Mohammad H. Saleh, Jamil J. Jaber
| Year of publication: |
2020
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|---|---|
| Authors: | Tariq S. Alshammari ; Mohd Tahir Ismail ; Sadam Al-Wadi ; Saleh, Mohammad H. ; Jaber, Jamil J. |
| Published in: |
Journal of Asian finance, economics and business : JAFEB. - Seongnam, Gyeonggi, South Korea : Korea Distribution Science Association, ISSN 2288-4645, ZDB-ID 2929132-X. - Vol. 7.2020, 11, p. 83-93
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| Subject: | MODWT's Functions | Saudi Stock Market | Volatility | GARCH Model | Forecasting | Volatilität | ARCH-Modell | ARCH model | Saudi-Arabien | Saudi Arabia | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market | Zustandsraummodell | State space model |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.13106/jafeb.2020.vol7.no11.083 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012671642