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

Volatility Estimation and Forecasting of EGX30

An Analysis of the Performance of Volatility Models of the Egyptian Stock Market Index- EGX 100

The Correlation between FX rate Volatility And Stock Exchange Returns Volatility: Empirical Evidence from the Egyptian Market

استخدام نماذج GARCH لقياس كفاءة سوق الأوراق المالية في مـصر

Modeling and Forecasting Egyptian GDP: Autoregressive-Integrated Moving-Average Model

Hybrid Model "ARIMA -ANN" Using for forecasting Stock Index EGX30

Hybrid Model "ARIMA -ANN" Using for forecasting Stock Index EGX30

Forecasting Insurance Sector Volatility In Amman Stock Exchange Using ARIMA Model

Quantile Regression for VaR Estimation in Egyptian Inflation Rate: A Comparative Analysis with EWMA and t-GARCH