Revisiting the auto-regressive integrated moving average approach to modelling volatility using Bahrain all share index daily returns
Mark P. Doblas, Vinodh K. Natarajan and Jayendira P. Sankar
| Year of publication: |
2023
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|---|---|
| Authors: | Doblas, Mark P. ; Natarajan, Vinodh K. ; Sankar, Jayendira P. |
| Published in: |
Middle East journal of management : MEJM. - Genéve [u.a.] : Inderscience Enterprises, ISSN 2050-3644, ZDB-ID 3004210-0. - Vol. 10.2023, 6, p. 619-636
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| Subject: | ARIMA model | stock volatility | volatility modelling | Volatilität | Volatility | ARMA-Modell | ARMA model | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | ARCH-Modell | ARCH model | Bahrain | Börsenkurs | Share price | Aktienindex | Stock index | Schätztheorie | Estimation theory | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/MEJM.2023.133757 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014424552