Estimating volatility of stock index returns by using symmetric Garch models
This paper utilizes Generalized Autoregressive Conditional Heteroscedasticity (GARCH) models to estimate volatility of financial asset returns of three Asian markets namely; Kuala Lumpur Composite Index (KLCI) of Malaysia, Jakarta Stock Exchange Composite Index (JKSE) of Indonesia and Straits Time...
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| Format: | Article |
| Language: | English |
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IDOSI Publications
2013
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| Online Access: | http://irep.iium.edu.my/41039/ http://irep.iium.edu.my/41039/ http://irep.iium.edu.my/41039/ http://irep.iium.edu.my/41039/1/Middle-East_Journal_of_Scientific_Research.pdf |