GARCH Models and the Financial Crisis-A Study of the Malaysian Stock Market-Reference-Cited by-同舟云学术

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GARCH Models and the Financial Crisis-A Study of the Malaysian Stock Market

Published:2011-03-01 Issue:3 Volume:5 Page:226-236
ISSN:1991-0886
Container-title:The International Journal of Applied Economics and Finance
language:
Short-container-title:The International J. of Applied Economics and Finance

Author:

Wasiuzzama S.,Angabini A.

Publisher

Science Alert

Link

http://scialert.net/fulltext/?doi=ijaef.2011.226.236&org=11

Cited by 13 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Exploring Asymmetric GARCH Models for Predicting Indian Base Metal Price Volatility;Folia Oeconomica Stetinensia;2024-05-31

2. Methodological Principles of Simulating Asymmetrical Volatility of Corporate Credit Market Dynamics;SSRN Electronic Journal;2024

3. Analyzing Risk-Return Trade-Offs Using ARCH and GARCH Models of the BRICS Countries;Studies in Systems, Decision and Control;2024

4. Combining forecasts? Keep it simple;Central European Economic Journal;2023-01-01

5. Volatility spillover effects of oil, gold and bulk shipping prices on financial markets;Proceedings of the International Conference on Business Excellence;2022-08-01

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