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The Forecasting Ability of GARCH Models for the 2003–07 Crisis: Evidence from S&P500 Index Volatility

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Title: The Forecasting Ability of GARCH Models for the 2003–07 Crisis: Evidence from S&P500 Index Volatility

Authors: Mahreen Mahmud

Journal: The Lahore Journal Of Business

HEC Recognition History
Category From To
Y 2024-10-01 2025-12-31
Y 2023-07-01 2024-09-30
Y 2021-07-01 2022-06-30
Y 2020-07-01 2021-06-30

Publisher: Lahore School of Economics, Lahore

Country: Pakistan

Year: 2012

Volume: 1

Issue: 1

Language: English

Categories
Volatility Modeling (6) Financial Crises (11) Finance (9883) Stock Markets (136) Econometrics (4472)

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