Pasha, G.R.; Qasim, Tahira; Aslam, Muhammad - In: Lahore Journal of Economics 12 (2007) 2, pp. 115-149
characterize and forecast financial time series volatility in Pakistan. The comparison is carried out by comparing symmetric and … asymmetric GARCH models with normal and fat-tailed distributions for the innovations, over short and long forecast horizons. The …
