Generalized autoregressive conditional heteroskedasticity (GARCH) models for the estimation of the variance of the egyptian stock index - Egyptian Knowledge Bank

141170

Generalized autoregressive conditional heteroskedasticity (GARCH) models for the estimation of the variance of the egyptian stock index

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Last updated: 25 Dec 2024

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Subjects

DOI

10.21608/caf.2006.141170

Authors

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First Name

Albaioumy

Last Name

Awad

MiddleName

Affiliation

Faculty of commerce , Mansoura university

Email

City

Orcid

Volume

Article Issue

Related Issue

19102

Issue Date

2006-01-01

Receive Date

2005-03-19

Publish Date

2006-01-01

Page Start

Page End

Print ISSN

1110-4716

Online ISSN

2682-4825

Article File

CAF_Volume 26_Issue 1_Pages 1-19.pdf

PDF . 19.1MB

Link

https://caf.journals.ekb.eg/article_141170.html

Detail API

https://caf.journals.ekb.eg/service?article_code=141170

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Publication Type

Journal

Publication Title

التجارة والتمويل

Publication Link

https://caf.journals.ekb.eg/

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