Sheraz, Muhammad; Nasi, Imran - In: Risks : open access journal 9 (2021) 5, pp. 1-20
volatility and randomness of the Pakistan Stock Exchange (PSX-100) and obtain insights into the behavior of investors during and … of the randomness of PSX-100. The methodology includes two approaches: (i) the implementation of EGARCH, GJR-GARCH, and … TGARCH models to estimate the volatilities; and (ii) analysis of randomness in volatilities series, return series, and PSX …