A Comparison of GARCH Models for Volatility Estimation of Returns on Securities in Resource Group of Thai Stock Market

DEStech Transactions on Social Science Education and Human Science ◽

10.12783/dtssehs/seme2016/5460 ◽

2017 ◽

Author(s):

Darawan Virunhaphol

Keyword(s):

Stock Market ◽

Garch Models ◽

Volatility Estimation ◽

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Selecting an innovation distribution for Garch models to improve efficiency of risk and volatility estimation

The Journal of Risk ◽

10.21314/jor.2004.091 ◽

2004 ◽

Vol 6 (3) ◽

pp. 27-52 ◽

Author(s):

J Venter ◽

P de Jongh

Keyword(s):

Garch Models ◽

Volatility Estimation ◽

Improve Efficiency

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Calendar Anomalies in Athens Exchange Stock Market - An Application of GARCH Models and the Neural Network Radial Basis Function

SSRN Electronic Journal ◽

10.2139/ssrn.1264970 ◽

2008 ◽

Author(s):

Eleftherios Giovanis

Keyword(s):

Neural Network ◽

Stock Market ◽

Radial Basis Function ◽

Basis Function ◽

Garch Models ◽

The Neural Network ◽

Radial Basis ◽

Calendar Anomalies

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Volatility Estimation and Stock Price Prediction in the Nigerian Stock Market

International Journal of Financial Research ◽

10.5430/ijfr.v3n1p2 ◽

2012 ◽

Vol 3 (1) ◽

Author(s):

Ajao Mayowa Gabriel ◽

Wemambu Mary Ugochukwu

Keyword(s):

Stock Market ◽

Stock Price ◽

Volatility Estimation ◽

Stock Price Prediction ◽

Price Prediction

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Modelling and forecasting volatility of the Botswana and Namibia stock market returns: evidence using GARCH models with different distribution densities

Global Business and Economics Review ◽

10.1504/gber.2018.088469 ◽

2018 ◽

Vol 20 (1) ◽

pp. 18 ◽

Author(s):

William Coffie

Keyword(s):

Stock Market ◽

Garch Models ◽

Market Returns ◽

Stock Market Returns ◽

Forecasting Volatility ◽

Modelling And Forecasting

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Regime Switching GARCH Models and GARCH Models, in Stock Market of the Developing Countries'

SSRN Electronic Journal ◽

10.2139/ssrn.1987428 ◽

2012 ◽

Author(s):

Minoo Nazifi ◽

Shahram Fatahi

Keyword(s):

Developing Countries ◽

Stock Market ◽

Regime Switching ◽

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Estimating volatility using GARCH models on the Romanian stock market

International Journal of Economics and Accounting ◽

10.1504/ijea.2021.10034825 ◽

2021 ◽

Vol 1 (1) ◽

pp. 1

Author(s):

Eva Dezsi ◽

Dragos Paun ◽

Ioan Alin Nistor

Keyword(s):

Stock Market ◽

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GARCH Models and the Financial Crisis-A Study of the Malaysian Stock Market

The International Journal of Applied Economics and Finance ◽

10.3923/ijaef.2011.226.236 ◽

2011 ◽

Vol 5 (3) ◽

pp. 226-236 ◽

Author(s):

S. Wasiuzzama ◽

A. Angabini

Keyword(s):

Financial Crisis ◽

Stock Market ◽

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Estimating Stock Market Volatility with Asymmetric Arch, GARCH and Expanded GARCH Models

SSRN Electronic Journal ◽

10.2139/ssrn.2869039 ◽

2016 ◽

Author(s):

Wei Jianguo

Keyword(s):

Stock Market ◽

Market Volatility ◽

Garch Models ◽

Stock Market Volatility

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Forecasting Stock Market Volatility using GARCH Models: Evidence from the Indian Stock Market

Asian Journal of Research in Social Sciences and Humanities ◽

10.5958/2249-7315.2016.00694.8 ◽

2016 ◽

Vol 6 (8) ◽

pp. 1565 ◽

Author(s):

R. D. Vasudevan ◽

S. C. Vetrivel

Keyword(s):

Stock Market ◽

Market Volatility ◽

Garch Models ◽

Stock Market Volatility ◽

Indian Stock Market

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Modeling Volatility of Nigeria Stock Market Returns using Garch models An Ranking Method

Journal of Statistics Applications & Probability Letters ◽

10.18576/jsapl/050103 ◽

2018 ◽

Vol 5 (1) ◽

pp. 13-27

Author(s):

U. Usman ◽

Y. Musa ◽

H. M. Auwal

Keyword(s):

Stock Market ◽

Ranking Method ◽

Garch Models ◽

Market Returns ◽

Stock Market Returns ◽

Modeling Volatility

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