The Volatility of Pakistan Stock Market : A Comparison of GARCH Type Models With Five Distribution
Year of publication: |
2019
|
---|---|
Authors: | Salamat, Sobia |
Other Persons: | Fu, Gao Lei (contributor) ; Mohsin, Muhammad (contributor) ; Zia ur Rehman, Dr. Muhammad (contributor) ; Baig, Sajjad (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Pakistan | Volatilität | Volatility | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Schätzung | Estimation | Börsenkurs | Share price |
Extent: | 1 Online-Ressource (19 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Naseem, S., Mohsin, M., Zia-ur-Rehman, M., & Baig, S. A. (2018). Volatility of pakistan stock market: A comparison of Garch type models with five distribution. Amazonia Investiga, 7(17), 486-504 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2018 erstellt |
Classification: | F30 - International Finance. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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