Ghouse, Ghulam; Khan, Saud Ahmed; Arshad, Muhammad - 2015
This study estimates the volatility of Pakistani and leading foreign stock markets. Daily data are used from nine international equity markets (KSE 100, NIKKEI 225, HIS, S&P 500, NASDAQ 100, DOW JONES, GADXI, FTSE 350 and DFMGI) for the period of Jan, 2005 to Nov, 2014. The whole data set is...