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Forecasting Stock Market Volatility of Bse-30 Index Using Garch Models
16 references·2 citing·22 second hop
Forecasting Stock Market Volatility of Bse-30 Index Using Garch Models (2010)Forecasting Stock Market Volatility of Bs…Estimating stock market volatility using asymmetric GARCH models (2008)Estimating stock market volat…Predicting stock index volatility: can market volume help? (1998)Predicting stock index volati…The variation of certain speculative prices (1997)The variation of certain spec…Forecasting stock market volatility using (non-linear) Garch models (1996)Forecasting stock market vola…An evaluation of volatility forecasting techniques (1996)An evaluation of volatility f…Quadratic ARCH Models (1995)Quadratic ARCH ModelsOn 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…A Permanent and Transitory Component Model of Stock Return Volatility (1993)A Permanent and Transitory Co…Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Conditional Heteroskedasticit…Conditional Heteroscedasticity in Time Series of Stock Returns: Evidence and Forecasts (1989)Conditional Heteroscedasticit…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Applied Economic Forecasting (1967)Applied Economic ForecastingThe Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …The Variation of Certain Speculative Prices (1963)The Variation of Certain Spec…Forecasting volatility in Asian financial markets: evidence from recursive and rolling window methods (2022)Forecasting volatility in Asi…A Study on the Volatility of the Bangladesh Stock Market — Based on GARCH Type Models (2017)A Study on the Volatility of …Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Multivariate Simultaneous Generalized ARCH (1995)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Stock market volatility and the information content of stock index options (1992)Stock prices and the Wall Street weather (1993)Asymmetric volatility transmission in international stock markets (1995)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Portfolio Selection: Efficient Diversification of Investments (1959)Dividend Policy, Growth, and the Valuation of Shares (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)Econometric Analysis of Cross Section and Panel Data (2001)ARCH modeling in finance (1992)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)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)A long memory property of stock market returns and a new model (1993)Introductory Econometrics for Finance (2008)Extreme Correlation of International Equity Markets (2001)Forecasting Volatility in Financial Markets: A Review (2003)
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References

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  • 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
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  • 1965The Behavior of Stock-Market Prices8,707 cited
  • 1963The Variation of Certain Speculative Prices4,851 cited
  • 1997The variation of certain speculative prices4,468 cited
  • 1993Measuring and Testing the Impact of News on Volatility3,692 cited
  • 1967Applied Economic Forecasting1,206 cited
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  • 1996An evaluation of volatility forecasting techniques479 cited
  • 1996Forecasting stock market volatility using (non-linear) Garch models394 cited
  • 2008Estimating stock market volatility using asymmetric GARCH models274 cited

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  • 1998Predicting stock index volatility: can market volume help?231 cited
  • Cited by

    • 2022Forecasting volatility in Asian financial markets: evidence from recursive and rolling window methods20 cited
    • 2017A Study on the Volatility of the Bangladesh Stock Market — Based on GARCH Type Models18 cited