Forecasting volatility of emerging stock markets: linear versus non‐linear GARCH models
By Suleyman Gokcan. 2000
144 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance, Management Science and Operations Research
View Paper: https://www.semanticscholar.org/paper/914f82b6b4c1e9c94006955078c047fe8f8f3361
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In Economics and Econometrics
In Finance
In Management Science and Operations Research
Citations in the corpus
- Modelling and Estimation of Volatility Using ARCH/GARCH Models in Jordan's Stock Market (2016, methodology): “…proposed one of the extended ARCH models by using Exponential Generalized Auto Regressive Conditional Heteroscedasticity well known as (EGARCH) model, in order to track the asymmetric shocks of the conditional variance (Gokcan, 2000; Su, 2010; Abd AL Aal, 2011; Ezzat, 2012; Freedi et. al, 2012).”