TIME SERIES ANALYSIS OF THE GENERAL INDEX OF DHAKA STOCK EXCHANGE IN BANGLADESH: A COMPARATIVE STUDY OF GARCH AND ARIMA MODELS
| Year of publication: |
2011-03
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| Authors: | Mina Mahbub Hossain Author_Email: mahbubfhisrt@gmail.com ; Rajeb, Mehdi ; Shitan, Mahendran |
| Subject: | General Index of Share Market | Stationarity | White Noise Series | ARIMA model and GARCH model |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Published in 2nd ICBER 2011 Proceeding, March 2011 Number 2011-592 |
| Classification: | M0 - Business Administration and Business Economics; Marketing; Accounting. General |
| Source: |
Persistent link: https://www.econbiz.de/10010535868