Showing 1 - 10 of 8,996
Persistent link: https://www.econbiz.de/10009559805
Persistent link: https://www.econbiz.de/10010432349
Persistent link: https://www.econbiz.de/10011410247
Persistent link: https://www.econbiz.de/10010235076
. This paper aims to search the best model to estimate and forecast volatility of Indian and Chinese stock market. The data …, we found the GARCH (1,1) model as the best model to estimate and forecast the volatility of Chinese stock market for both … the daily and weekly return series. For the Indian stock market, the recommended volatility estimation and forecasting …
Persistent link: https://www.econbiz.de/10012984654
Persistent link: https://www.econbiz.de/10013256644
Persistent link: https://www.econbiz.de/10012259034
Persistent link: https://www.econbiz.de/10011701270
Persistent link: https://www.econbiz.de/10011808309
Persistent link: https://www.econbiz.de/10013472195