ECONOMETRICS RESEARCH
EQUITIES MARKET RISK
EQUITIES MARKET SELL-OFF
GARCH MODELS
Stock Market Crash
SYSTEMIC RISK
VOLATILITY AND MARKET RISKS
Working Paper
FORECASTING EQUITY INDEX VOLATILITY: EMPIRICAL EVIDENCE FROM JAPAN,UK AND USA DATA
Understanding and forecasting equity market volatility has become an essential focus for financial analysts, policymakers, and academic researchers. In this…