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Estimation of the spillover effect between patents and innovation using the GARCH-BEKK model

Mumtaz, Muhammad Zubair; Smith, Zachary A. - In: Pacific economic review 22 (2017) 5, pp. 772-791

Persistent link: https://www.econbiz.de/10011813577

Predictability of return in Pakistan stock market through the application of the threshold quantile autoregressive models

Rasheed, Muhammad Haroon; Gul, Faid; Hashmi, Aijaz Mustafa - In: Iranian economic review : journal of University of Tehran 25 (2021) 4, pp. 815-828

Persistent link: https://www.econbiz.de/10012806683

Information-theoretic measures and modeling stock market volatility : a comparative approach

Sheraz, Muhammad; Nasi, Imran - In: Risks : open access journal 9 (2021) 5, pp. 1-20

The volatility analysis of stock returns data is paramount in financial studies. We investigate the dynamics of volatility and randomness of the Pakistan Stock Exchange (PSX-100) and obtain insights into the behavior of investors during and before the coronavirus disease (COVID-19 pandemic). The...

Persistent link: https://www.econbiz.de/10012596360

Volatility analysis of Shanghai composite index and financial crises

Sheraz, Muhammad; Breda, Vasile - 2016

Persistent link: https://www.econbiz.de/10013164574