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6 Papers found for "Volatility Modeling (6)"

Gauging the Fuel Price Volatility using GARCH Models

Abdul Ghaffar, Usama Aslam, Zaheer Zardari

International journal of emerging business and economic trends | 2023

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Modeling of Returns Volatility Through EGARCH Model using High-Frequency Data

"Didit Budi Nugroho, Adi Setiawan", Johan Wijaya

Journal of Applied Probability and Statistics | 2023

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Estimating and Forecasting Volatility of Financial Time Series in Pakistan with GARCH-type Models

G.R. Pasha, Muhammad Aslam, Tahira Qasim

Lahore Journal of Economics | 2007

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One-Step-Ahead Forecastability of GARCH (1,1): A Comparative Analysis of USD- and PKR-Based Exchange Rate Volatilities

Abdul Jalil Khan, Parvez Azim

Lahore Journal of Economics | 2013

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Modeling and Forecasting the Volatility of Oil Futures Using the ARCH Family Models

Tareena Musaddiq

The Lahore Journal Of Business | 2012

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

Mahreen Mahmud

The Lahore Journal Of Business | 2012

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