The volatility of bank stock prices and macroeconomic fundamentals in the Pakistani context : an application of GARCH and EGARCH models
Muhammad Mohsin, Li Naiwen, Muhammad Zia-UR-Rehman, Sobia Naseem, Sajjad Ahmad Baig
| Year of publication: |
2020
|
|---|---|
| Authors: | Mohsin, Muhammad ; Naiwen, Li ; Zia-ur-Rehman, Muhammad ; Naseem, Sobia ; Baig, Sajjad Ahmad |
| Subject: | bank stock return | OLS-HAC | GARCH | EGARCH | ARCH-Modell | ARCH model | Volatilität | Volatility | Börsenkurs | Share price | Bank | Pakistan | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
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