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
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