Empirical analysis: Application of specific GARCH models in examining stock market volatility

• المؤلفون الرئيسيون: Canonizado, Adrianne Nicole J., Chua, Charles Lawrence L., Go, Jon Pryce Y., Yu, Jackie C.
• التنسيق: text
• اللغة: English
• منشور في: Animo Repository 2021
• الموضوعات: Stock exchanges—Philippines
• الوصول للمادة أونلاين: https://animorepository.dlsu.edu.ph/etdb_finman/38; https://animorepository.dlsu.edu.ph/cgi/viewcontent.cgi?article=1001&context=etdb_finman
• المؤسسة: De La Salle University

One permanent characteristic of every stock market is volatility. Examining and forecasting stock market volatility is important for several stakeholders including the traders, government, future researchers. Despite this, little to no studies have been conducted to establish which among the widely-...