Modeling and forecasting volatility of stock market using family of GARCH models : evidence from CPEC linked countries
Tayyab Raza Fraz and Samreen Fatima
Year of publication: |
2022
|
---|---|
Authors: | Fraz, Tayyab Raza ; Fatima, Samreen |
Published in: |
Global economy journal : GEJ. - [Erscheinungsort nicht ermittelbar] : World Scientific, ISSN 1553-5304, ZDB-ID 2167267-2. - Vol. 22.2022, 1, Art.-No. 2250004, p. 1-15
|
Subject: | CPEC | EGARCH | forecast performance | GARCH | GARCH-M | Stock market indices | Schätzung | Estimation | ARCH-Modell | ARCH model | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market | Börsenkurs | Share price | Kapitaleinkommen | Capital income |
Saved in:
freely available
Saved in favorites
Similar items by subject
-
Testing volatility in Nigeria stock market using GARCH models
Atoi, Ngozi V., (2014)
-
Joo, Bashir Ahmad, (2023)
-
Ampountolas, Apostolos, (2023)
- More ...
Similar items by person