ArticleGeneralized autoregressive conditional heteroskedasticity (GARCH) models for the estimation of the variance of the egyptian stock index
ArticleGeneralized autoregressive conditional heteroskedasticity (GARCH) models for the estimation of the variance of the egyptian stock index
ArticleProposed Framework for Predicting Stock Return Volatility Using Neural Network "An Applied Study on the Egyptian Stock Exchange
ArticleProposed Framework for Predicting Stock Return Volatility Using Neural Network "An Applied Study on the Egyptian Stock Exchange