Which model performs better while forecasting stock market volatility? : answer for Dhaka Stock Exchange (DSE)
S.M. Abdullah, Mohammod Akbar Kabir, Kawsar Jahan, Salina Siddiqua
| 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 | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Börsenkurs | Share price | Schätzung | Estimation | Bangladesch | Bangladesh | Börsenhandel | Stock exchange trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4236/tel.2018.814199 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011955144