Idiosyncratic volatility forecasting in the stock market of Saudi Arabia
Year of publication: |
November-December 2015
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Authors: | Bley, Jorg ; Saad, Mohsen M. |
Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 51.2015, 6, p. 1342-1357
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Subject: | GCC stock markets | model comparison | volatility forecasting | Aktienmarkt | Stock market | Volatilität | Volatility | Saudi-Arabien | Saudi Arabia | Prognoseverfahren | Forecasting model | Arabische Golf-Staaten | Gulf countries | ARCH-Modell | ARCH model | Börsenkurs | Share price | Kapitaleinkommen | Capital income |
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