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This study aims to explore the relationship between economic growth, financial innovation, and stock market development of Bangladesh for the period 1980–2016. To investigate long-run cointegration, this study used the autoregressive distributed lagged (ARDL) bounds testing approach. In...
Persistent link: https://www.econbiz.de/10011883800
Persistent link: https://www.econbiz.de/10012176438
Purpose: This paper examines the volatility of stock return in Dhaka stock exchange, BangladeshMethodology: Using Random Walk model (RW), Autoregressive model (AR), Generalized Autoregressive Conditional Heteroscedasticity (GARCH) model, and extensive GARCH model with Normal, and Student...
Persistent link: https://www.econbiz.de/10012979338