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Search: subject:"GARCH (1,1)"
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International journal of economic policy in emerging economies : IJEPEE
1
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UTMS journal of economics / University of Tourism and Management : international, multidisciplinary journal for the area of south and southeastern Europe
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1
Testing weak form of stock market efficiency at the Macedonian stock exchange
Angelovska, Julijana
- In:
UTMS journal of economics / University of Tourism and …
9
(
2018
)
2
,
pp. 133-144
Walk Model and
GARCH
(
1,1
) model provides evidence that Macedonian Stock Market is not weak form efficient. The evidence of …
Persistent link: https://www.econbiz.de/10012178440
Saved in:
2
Exploring the transmission and determinants of volatility shocks in emerging South-Asian markets
Pani, Pranab K.
;
Sayani, Hameedah
- In:
International journal of economic policy in emerging …
14
(
2021
)
4
,
pp. 392-414
Persistent link: https://www.econbiz.de/10012597774
Saved in:
3
Assessment of return and volatility spillover across sectors' indices : evidence from Pakistan stock exchange
Khalid, Hafiza Muntaha
;
Farooq, Sadia
;
Liaqat, Faiza
; …
- In:
International journal of monetary economics and finance …
14
(
2021
)
5
,
pp. 477-496
Persistent link: https://www.econbiz.de/10012671202
Saved in:
4
A study to examine time-varying effectiveness of stock returns on Tehran stock exchange
SiamiNamini, Rahele
;
RahnamaRoudposhti, Fereydoun
; …
- In:
International journal of financial research
4
(
2013
)
2
,
pp. 154-161
Persistent link: https://www.econbiz.de/10010205102
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