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The Dynamic and Dependence of Takaful and Conventional Stock Return Behaviours: Evidence from the Insurance Industry in Saudi Arabia
(
Springer New York LLC
, 2018 , Article)
This paper investigates the dynamics of volatility in the stock market using competing univariate GARCH specifications. Moreover, it provides a study of the pairwise correlation pattern of stock returns for a wide range ...
Application of garch model to forecast data and volatility of share price of energy (Study on adaro energy Tbk, LQ45)
(
Econjournals
, 2018 , Article)
Most of the times, Economic and Financial data not only become highly volatile but also show heterogeneous variances (heteroscedasticity). The common method of the Box Jenkins cannot be used for data modeling as the method ...