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Modeling Time Varying Volatility and Asymmetry of Karachi Stock Exchange (KSE)
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Modeling Time Varying Volatility and Asymmetry of Karachi Stock Exchange (KSE) (2007)Modeling Time Varying Volatility and Asym…Forecasting volatility in the New Zealand stock market (2002)Forecasting volatility in the…Stock Market Openings: Experience of Emerging Economies (2000)Stock Market Openings: Experi…Volatility in Emerging Stock Markets (1999)Volatility in Emerging Stock …Additive outliers, GARCH and forecasting volatility (1999)Additive outliers, GARCH and …Stock returns and volatility in emerging financial markets (1997)Stock returns and volatility …An evaluation of volatility forecasting techniques (1996)An evaluation of volatility f…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1995)Autoregressive Conditional He…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…Measuring and Testing the Impact of News on Volatility (1993)Measuring and Testing the Imp…ARCH MODELS: PROPERTIES, ESTIMATION AND TESTING (1993)ARCH MODELS: PROPERTIES, ESTI…ARCH modeling in finance (1992)ARCH modeling in financeConditional Heteroskedasticity in Asset Returns: A New Approach (1991)Conditional Heteroskedasticit…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Studies of stock market volatility changes (1976)Studies of stock market volat…The Pricing of Options and Corporate Liabilities (1973)Multivariate Simultaneous Generalized ARCH (1995)Dynamic Conditional Correlation (2002)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Econometric Analysis of Cross Section and Panel Data (2001)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)The Cross‐Section of Volatility and Expected Returns (2006)Statistical aspects of ARCH and stochastic volatility (1996)Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high-frequency index returns (2001)New frontiers for arch models (2002)Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models (1998)Modeling and Forecasting Realized Volatility (2001)Idiosyncratic risk and the cross-section of expected stock returns (2008)Asymmetric volatility transmission in international stock markets (1995)Volatility spillover effects from Japan and the US to the Pacific–Basin (2000)What good is a volatility model? (2001)Chaos and Nonlinear Dynamics: Application to Financial Markets (1991)Stock market volatility and the business cycle (1996)A long memory property of stock market returns and a new model (1993)Introductory Econometrics for Finance (2008)
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  • 2002Forecasting volatility in the New Zealand stock market219 cited
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