This study investigates the performance of linear versus nonlinear methods to predict volatility and effects of asymmetric pattern on the emerging markets of Asia i.e.; China, India, Indonesia Pakistan, Bangladesh and Malaysia. Daily data of stock market returns is taken for the period January...

This study investigates the performance of linear versus nonlinear methods to predict volatility and effects of asymmetric pattern on the emerging markets of Asia from EAGLEs and NEST Daily data of stock market returns is taken for the period 4 January 2000 to 30 May 2017. Nonlinear and...

This paper investigate the time series properties and predictability of daily percentage changes in the Pakistani rupee exchange rate with respect to the currencies of major trading partner country USA. The daily data is used for the time period of October 1988 to April 2012. In this study, we...