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: Canonizado, Adrianne Nicole J., Chua, Charles Lawrence L., Go, Jon Pryce Y., Yu, Jackie C.
格式: text
語言:English
出版: Animo Repository 2021
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在線閱讀: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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機構: De La Salle University
語言: English