Predictability of return in Pakistan stock market through the application of the threshold quantile autoregressive models
Muhammad Haroon Rasheed, Faid Gul, Aijaz Mustafa Hashmi, Muhammad Zubair Mumtaz
| Year of publication: |
2021
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|---|---|
| Authors: | Rasheed, Muhammad Haroon ; Gul, Faid ; Hashmi, Aijaz Mustafa ; Mumtaz, Muhammad Zubair |
| Published in: |
Iranian economic review : journal of University of Tehran. - Teheran : [Verlag nicht ermittelbar], ISSN 2588-6096, ZDB-ID 2627358-5. - Vol. 25.2021, 4, p. 815-828
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| Subject: | Autocorrelation | Stock returns | Market Sentiments | Pakistan Stock Market | Pakistan | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Autokorrelation | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Schätztheorie | Estimation theory | Schätzung | Estimation | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.22059/ier.2021.85090 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012806683