Empirical analysis: Application of specific GARCH models in examining stock market volatility
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-...
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| Main Authors: | , , , |
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| Format: | text |
| Language: | English |
| Published: |
Animo Repository
2021
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| Subjects: | |
| Online Access: | https://animorepository.dlsu.edu.ph/etdb_finman/38 https://animorepository.dlsu.edu.ph/cgi/viewcontent.cgi?article=1001&context=etdb_finman |
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| Institution: | De La Salle University |
| Language: | English |
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