Copertina

Forecasting Volatility of Selected Banks of Dhaka Stock Exchange (DSE), Bangladesh with GARCH (p, q) Type Models

Fuente: Zenodo

Salvato in:

Dettagli Bibliografici
Autori principali:	Hossain, M.S., Baten, M.A., Mukta, F.B.
Natura:	Recurso digital
Lingua:	inglese
Pubblicazione:	Zenodo 2021
Soggetti:	Volatility, Forecast, GARCH, Selected Banks, Dhaka Stock Exchange
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Volatility dependence structure between the Mexican Stock Exchange and the World Capital Market
di: Francisco López Herrera
Pubblicazione: (2015)

RESILIENCE OR VULNERABILITY? EPIDEMIC IMPACTS ON THE DHAKA STOCK EXCHANGE
di: Dr. Andreas, Michael von Stein
Pubblicazione: (2025)

GARCH MODEL INDENTIFICATION USING NEURAL NETWORK
di: André Machado Caldeira
Pubblicazione: (2014)

A GARCH Tutorial with R
di: Marcelo Scherer Perlin
Pubblicazione: (2021)

ANALYSIS OF CRUDE OIL PRICE VOLATILITY IN NIGERIA: A GARCH MODEL APPROACH
di: Nduka-Obi, Charity Ijeoma, et al.
Pubblicazione: (2025)

The Real Estate Investment Trusts Industry and the Financial Crisis: Modeling Volatility (1985-2016)
di: Roberto J. Santillán-Salgado
Pubblicazione: (2019)

Examining mean-volatility spillovers across national stock markets
di: Vinodh Kesavaraj Natarajan
Pubblicazione: (2014)

Investigation on water quality in the Ashulia beel, Dhaka
di: Islam, M.S., et al.
Pubblicazione: (2010)

Assessing the Impact of the Realized Range on the (E)GARCH Volatility: Evidence from Brazil
di: Victor Bello Accioly
Pubblicazione: (2016)

Socio-economic conditions of the pond owners of Demra, Dhaka
di: Quddus, M.A., et al.
Pubblicazione: (2000)

Comparing models to forecast cargo volume at port terminals
di: M. R. Nieto
Pubblicazione: (2021)

A new Forecasting combination system for predicting Volatility
di: Johanna M. Orozco
Pubblicazione: (2013)

Analyzing the COVID-19 Pandemic Volatility Spillover Influence on the Collaboration of Foreign and Indian Stock Markets
di: Runumi Das
Pubblicazione: (2022)

FORMULATION OF A DYNAMIC PORTFOLIO WITH STOCKS AND FIXED-INCOME INSTRUMENTS IN THE INDONESIAN CAPITAL MARKET
di: Robiyanto Robiyanto
Pubblicazione: (2019)

The Impact of the 2008 Crisis on BM&FBovespa’s term Structure of Conditional Correlations
di: Mauro Mastella
Pubblicazione: (2014)

Time-Series Forecasting Model Evaluation of Transport Maintenance Depot Systems in South Africa,
di: Xulu, Nkosini, et al.
Pubblicazione: (2003)

Examining the Spillover Effect between the KSE100 and the S&P500 Indexes
di: Mudassar Hasan
Pubblicazione: (2019)

The behavior of West Texas Intermediate crude-oil and refined products prices volatility before and after the 2008 financial crisis: an approach through analysis of futures contracts
di: Thaís C. Azevedo
Pubblicazione: (2015)

Comparison of ARCH-GARCH and stochastic approaches for estimating volatility. Application to a small stock market
di: Abril, Juan Carlos, et al.
Pubblicazione: (2025)

Construcción de una cartera de inversión usando modelos GARCH
di: Mauricio Gutiérrez Urzúa
Pubblicazione: (2012)

EXTREME EVENTS AND THE OIL MARKET: CONDITIONAL JUMP PROCESS
di: MAX C. RESENDE
Pubblicazione: (2020)

A behavioral analysis of the volatility of interbank interest rates in developed and emerging countries
di: Nara Rossetti
Pubblicazione: (2017)

Information Flow Between the Zimbabwe Stock Exchange and the Johannesburg Stock Exchange: A Transfer Entropy Approach
di: Kingstone Nyakurukwa
Pubblicazione: (2021)

Fuzzy Gaussian GARCH and Fuzzy Gaussian EGARCH Models: Foreign Exchange Market Forecast
di: José Eduardo Medina Reyes
Pubblicazione: (2023)

Intraday-patterns in the Colombian Exchange Market Index and VaR: Evaluation of Different Approaches
di: Julio César Alonso-Cifuentes
Pubblicazione: (2012)

Modelling Stock Market Volatility in India: A GARCH Analysis of the Nifty 50 Index
di: Nidhi, Dhankhar, et al.
Pubblicazione: (2026)

Volatility Contagion of Stock Returns of Microfinance Institutions in Emerging Markets: A DCC-M-GARCH Model
di: Roberto Alejandro Ramírez-Silva
Pubblicazione: (2018)

Multivariate Models to Forecast Portfolio Value at Risk: from the Dot-Com crisis to the global financial crisis
di: Vítor Manue de Sousa Gabriel
Pubblicazione: (2014)

Forecasting Chinese Stock Market Volatility With Volatilities in Bond Markets
di: Likun Lei, et al.
Pubblicazione: (2024)

Sectoral Corporate Profits and Long‐Run Stock Return Volatility in the United States: A GARCH‐MIDAS Approach
di: Afees Salisu, et al.
Pubblicazione: (2024)

High-Precision Stock Market Forecasting with Hybrid CNN-LSTM and Four Nature-Inspired Metaheuristics
di: Ruby Beniwal, et al.
Pubblicazione: (2025)

Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor Versus National Factor in a GARCH‐MIDAS Model
di: Afees A. S alisu, et al.
Pubblicazione: (2025)

Forecasting the Realized Volatility of Stock Markets: The Roles of Jumps and Asymmetric Spillovers
di: Abdel Razzaq Al Rababaa, et al.
Pubblicazione: (2024)

Volatile constituents of Thalassia testudinum Banks ex König leaves
di: Pino, J.A., et al.
Pubblicazione: (2010)

Forecasting Volatility of Australian Stock Market Applying WTC‐DCA‐Informer Framework
di: Hongjun Zeng, et al.
Pubblicazione: (2025)

The Information Content of Overnight Information for Volatility Forecasting: Evidence From China's Stock Market
di: Yi Zhang, et al.
Pubblicazione: (2025)

Market Reaction to the Issuance of Capital Instruments by Brazilian Banks
di: André Ricardo Moncaio Zanon
Pubblicazione: (2020)

Empirical analysis on the real effects of inflation and exchange rate uncertainty: The case of Colombia
di: Isabel Cristina Ruiz
Pubblicazione: (2005)

Revisiting the Volatility Dynamics of REITs Amid Uncertainty and Investor Sentiment: A Predictive Approach in GARCH‐MIDAS
di: Xu Xiangxin, et al.
Pubblicazione: (2025)

Trading VIX on Volatility Forecasts: Another Volatility Puzzle?
di: Stavros Degiannakis, et al.
Pubblicazione: (2025)