An Application of GARCH while investigating volatility in stock returns of the World.
Year of publication: |
2012
|
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Authors: | Subhani, Muhammad Imtiaz ; Hasan, Syed Akif ; Osman, Ms. Amber |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | ARCH | GARCH | Volatility | AR-Process | Conditional Hetroskedecity |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published in South Asian Journal of Management Sciences 2.5(2012): pp. 49-59 |
Classification: | B23 - Econometrics; Quantitative Studies ; R53 - Public Facility Location Analysis; Public Investment and Capital Stock |
Source: |
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