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Volatility Dynamics in an Emerging Economy: Case of Karachi Stock Exchange
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Volatility Dynamics in an Emerging Economy: Case of Karachi Stock Exchange (2011)Volatility Dynamics in an Emerging Econom…Stock market volatility and weak-form efficiency: evidence from an emerging market (2009)Stock market volatility and w…RELATIONSHIP BETWEEN STOCK RETURN, TRADING VOLUME AND VOLATILITY: EVIDENCE FROM PAKISTANI STOCK MARKET (2009)RELATIONSHIP BETWEEN STOCK RE…Stock Market Volatility and Weak-form Efficiency: Evidence from an Emerging Market (2006)Stock Market Volatility and W…Stock Returns and Volatility in Emerging Stock Markets (2005)Stock Returns and Volatility …Volatility forecasting with smooth transition exponential smoothing (2004)Volatility forecasting with s…Predicting the volatility of the S&P-500 stock index via GARCH models: the role of asymmetries (2004)Predicting the volatility of …The distribution of realized stock return volatility (2001)The distribution of realized …Forecasting volatility of emerging stock markets: linear versus non-linear GARCH models (2000)Forecasting volatility of eme…The variation of certain speculative prices (1997)The variation of certain spec…On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)On the Relation between the E…Measuring and Testing the Impact of News on Volatility (1993)Measuring and Testing the Imp…Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Conditional Heteroskedasticit…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…The Variation of Certain Speculative Prices (1963)The Variation of Certain Spec…The Behavior of Stock-Market Prices (1965)Modeling and Forecasting Realized Volatility (2003)Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards (2004)A Simple Approximate Long-Memory Model of Realized Volatility (2008)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Forecasting Volatility in Financial Markets: A Review (2003)Exponential smoothing: The state of the art—Part II (2006)Predicting the Brazilian stock market through neural networks and adaptive exponential smoothing methods (2009)Book Review: Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Multivariate Simultaneous Generalized ARCH (1995)ARCH modeling in finance (1992)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)The Cross‐Section of Volatility and Expected Returns (2006)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Option pricing when underlying stock returns are discontinuous (1976)Forecasting S&P-100 stock index volatility: The role of volatility asymmetry and distributional assumption in GARCH models (2009)Measuring financial stress in transition economies (2012)COVID-19 and instability of stock market performance: evidence from the U.S. (2021)Forecasting volatility: A reality check based on option pricing, utility function, value-at-risk, and predictive likelihood (2004)25 years of time series forecasting (2006)Volatility in crude oil futures: A comparison of the predictive ability of GARCH and implied volatility models (2008)A long memory property of stock market returns and a new model (1993)Introductory Econometrics for Finance (2008)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)
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References

  • 1986Generalized autoregressive conditional heteroskedasticity23,378 cited
  • 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,394 cited
  • 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,063 cited
  • 1963The Variation of Certain Speculative Prices4,890 cited
  • 1997The variation of certain speculative prices4,513 cited
  • 1993Measuring and Testing the Impact of News on Volatility3,692 cited
  • 2001The distribution of realized stock return volatility2,264 cited
  • 2004Predicting the volatility of the S&P-500 stock index via GARCH models: the role of asymmetries251 cited
  • 2004Volatility forecasting with smooth transition exponential smoothing122 cited
  • 2000Forecasting volatility of emerging stock markets: linear versus non-linear GARCH models116 cited
  • 2005Stock Returns and Volatility in Emerging Stock Markets66 cited
  • 2006Stock Market Volatility and Weak-form Efficiency: Evidence from an Emerging Market42 cited
  • 2009RELATIONSHIP BETWEEN STOCK RETURN, TRADING VOLUME AND VOLATILITY: EVIDENCE FROM PAKISTANI STOCK MARKET26 cited
  • 2009Stock market volatility and weak-form efficiency: evidence from an emerging market26 cited

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