Modelling and forecasting financial market volatility of the GCC countries using GARCH models

Muhammad, Naeem

Modelling and forecasting financial market volatility of the GCC countries using GARCH models Naeem Muhammad - Dubai : UOWD Research Committee, 2007. - 14 p. : ill ; 30 cm.

Includes bibliographical references.


Financial market volatility--Gulf Cooperation Council (GCC)
Asymmetric GARCH models
Finance--Mathematical models

332.1053 MU MO