HomepageARCHModelling conditional heteroskedasticity: Application to the “IBEX-35” stock-return indexARCH GARCH MODELSModelling conditional heteroskedasticity: Application to the “IBEX-35” stock-return indexCapitalmarketsjournalPosted on April 14, 2024LEAVE A RESPONSE Cancel replyYou must be logged in to post a comment. Post navigationPrevious PostEstimating volatility of Inflation metrics, implementing MSE volatility, ARCH GARCH HS comparison Next PostInvestments in the Economy amount to tangible output production. Speculative stocks are not You Might Also Like COMMIDITIES Multivariate Granger Causality among Oil prices, Gold prices, and KSE100: Evidence from Johansen Cointegration and GARCH Models Capitalmarketsjournal March 30, 2024 ARCH Estimating volatility of Inflation metrics, implementing MSE volatility, ARCH GARCH HS comparison Capitalmarketsjournal April 13, 2024
COMMIDITIES Multivariate Granger Causality among Oil prices, Gold prices, and KSE100: Evidence from Johansen Cointegration and GARCH Models Capitalmarketsjournal March 30, 2024
ARCH Estimating volatility of Inflation metrics, implementing MSE volatility, ARCH GARCH HS comparison Capitalmarketsjournal April 13, 2024