Which model performs better while forecasting stock market volatility? : answer for Dhaka Stock Exchange (DSE)
Year of publication: |
October 2018
|
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Authors: | Abdullah, S. M. ; Kabir, Mohammod Akbar ; Jahan, Kawsar ; Siddiqua, Salina |
Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 8.2018, 14, p. 3203-3222
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Subject: | Stock Market | Volatility Forecasting | GARCH | EGARCH | Mean Equation | Volatilität | Volatility | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Börse | Bourse |
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