An Empirical Study on Volatility Forecasting Ability of Various Symmetric and Asymmetric GARCH Models

Author:

Marisetty Nagendra

Publisher

Elsevier BV

Reference44 articles.

1. Long memory properties and asymmetric effects of emerging equity market: Evidence from Malaysia;T A Abdul Manap;Journal of Risk Finance,2011

2. Day-of-the-week effect and volatility in stock returns: evidence from the Indian stock market;K Aggarwal;Managerial Finance,2023

3. Volatility transmission within financial markets during the COVID-19 pandemic: are faith-based investors well off in Tunisia;M I Akinlaso;Journal of Islamic Accounting and Business Research,2021

4. Modelling and Estimation of Volatility Using ARCH/GARCH Models in Jordan's Stock Market;D M Al-Najjar;Asian Journal of Finance & Accounting,2016

5. ARCH Models: Properties, Estimation and Testing;A K Bera;Journal of Economic Surveys,1993

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