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

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ARCH

Estimating volatility of Inflation metrics, implementing MSE volatility, ARCH GARCH HS comparison

capitalmarketsjournal April 13, 2024

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