Browsing by Keywords "GARCH models"
Now showing items 1-1 of 1
H.M.U., School of Management and Economic Sciences (SMES) MSc in Accounting and Auditing
Publication Date: 2020-05-12The volatility of stock markets is a research field that has been the focus of most financial economics for the last forty years. Following the 2008 global economic downturn, there is a greater need for volatility estimation ...