Forecasting volatility of selected banks of Dhaka Stock Exchange (DSE), Bangladesh with GARCH (p, q) type models
Hossain, M.S., Baten, M.A. and Mukta, F.B.
| Year of publication: |
2021
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|---|---|
| Authors: | Hossain, M. S. ; Md. Azizul Baten ; Mukta, F. B |
| Published in: |
Journal of economic cooperation & development. - Ankara : [Verlag nicht ermittelbar], ISSN 1308-7800, ZDB-ID 2480638-9. - Vol. 42.2021, 1, p. 117-141
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| Subject: | Volatility | Forecast | GARCH | Selected Banks | Dhaka StockExchange | Bangladesch | Bangladesh | Volatilität | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Bank | Börsenkurs | Share price | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Börsenhandel | Stock exchange trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013170936