Modeling and forecasting volatility of stock market using family of GARCH models : evidence from CPEC linked countries
Tayyab Raza Fraz and Samreen Fatima
| Year of publication: |
2022
|
|---|---|
| Authors: | Fraz, Tayyab Raza ; Fatima, Samreen |
| Subject: | CPEC | EGARCH | forecast performance | GARCH | GARCH-M | Stock market indices | ARCH-Modell | ARCH model | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market | Schätzung | Estimation | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis | Aktienindex | Stock index |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S219456592250004X [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013556985