Capital Market Journal

Capital Markets are the cornerstone foundation of economies

ARCH GARCH MODELS

Modelling conditional heteroskedasticity: Application to the “IBEX-35” stock-return index

capitalmarketsjournal

LEAVE A RESPONSE Cancel reply

You must be logged in to post a comment.

screenshot 2024 12 30 09.44.58

ECONOMETRICS RESEARCH

Forecasting Volatility in Asianand European Stock Marketswith Asymmetric GARCHModels

capitalmarketsjournal December 30, 2024

ECONOMETRICS RESEARCH

FORECASTING EQUITY INDEX VOLATILITY: EMPIRICAL EVIDENCE FROM JAPAN,UK AND USA DATA

capitalmarketsjournal December 30, 2024

COMMIDITIES

Multivariate Granger Causality among Oil prices, Gold prices, and KSE100: Evidence from Johansen Cointegration and GARCH Models

capitalmarketsjournal March 30, 2024

DERIVATIVES LEVERAGE RISK

Q1 2025 Seasonal Volatility and Stock Market Correction: A Forecasting Analysis

capitalmarketsjournal February 24, 2025