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~isPartOf:"Afro-Asian Journal of Finance and Accounting : AAJFA"
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ARCH model
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volatility clustering
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Kumaran, Sunitha
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Afro-Asian Journal of Finance and Accounting : AAJFA
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Forecasting volatility of Saudi stock market (TASI) and sectoral indices
Kumaran, Sunitha
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
13
(
2023
)
6
,
pp. 819-842
Persistent link: https://www.econbiz.de/10014434354
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Modelling persistence in conditional volatility of asset returns
Pandey, Rajan
;
Kumar, Arya
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
7
(
2017
)
1
,
pp. 16-34
Persistent link: https://www.econbiz.de/10011748637
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