[PDF][PDF] Estimating fluctuating volatility time series returns for a cluster of international stock markets: A case study for Switzerland

S Badarla, B Nathwani, J Trivedi… - Austria, China and …, 2021 - cis01.central.ucv.ro
The major aim of this empirical study is to estimate the volatility time series returns for a
cluster of international stock markets, such as: Switzerland, Austria, China and Hong Kong …

Momentum Effects and Pakistan Stocks Exchange

AH Tabasam, L Jamil, MN Khan… - Journal of Management …, 2022 - global-jws.com
This article employs 25 momentum techniques to analyze the momentum impacts using a
sample of 466 non-financial enterprises from the Pakistan Stock Exchange for the years …

[PDF][PDF] Estimating Fluctuating Volatility Using Advanced Garch Models: Evidence from Denmark Stock Exchange

P Kumari, BK Meher, R Birau, A Anand… - Revista de Stiinte …, 2024 - researchgate.net
In the stock market, volatility is a term used to describe the degree to which the prices of
assets oscillate and determines the level of risk or uncertainty. The foremost objective of the …

Predictive Power of Asymmetric Garch Models in Volatility Estimation: A Case Study for Switzerland Stock Exhchange

P Kumari, S Kumar, R Birau, C Spulbar… - … Constantin Brancusi U …, 2023 - HeinOnline
IN THE STOCK MARKET, VOLATILITY IS A TERM USED TO DESCRIBE THE DEGREE TO
WHICH THE PRICES OF ASSETS FLUCTUATE AND DETERMINES THE DEGREE OF …