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11 Papers found for "GARCH Models (11)"

Time Series Models with Garch Errors

Zafar Mahmud

Karachi University journal of science | 1991

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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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Time Series Analysis of Soybeans Prices in Pakistan Applying Symmetric and Asymmetric GARCH Models with Normal and Non-Normal Innovations

Maryam Siddiqa, Sofia Akbar, Tahira Bano Qasim

Pakistan Social Sciences Review (PSSR) | 2024

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Symmetric and Asymmetric Volatility Clustering Via GARCH Family Models: An Evidence from Religion Dominant Countries

Kanwal Iqbal Khan, Muhammad Salman Khan, Muhammad Sheeraz, Shahid Mahmood

Paradigms | 2019

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Effects of Additive Outliers on Asymmetric GARCH Models

Abdul Raziq, Farhat Iqbal, Ghulam Hyder Talpur

Pakistan Journal of Statistics | 2017

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Forecasting using regression model with garch error (Box-Cox transformation approach)

Tahira Bano Qasim, Zafar Mahmud

Pakistan Journal of Statistics | 2009

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Garch-intervention time series models

Zafar Mahmud

Pakistan Journal of Statistics | 1991

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FORECASTING PAKISTAN’S STOCK MARKET VOLATILITY WITH MACROECONOMIC VARIABLES: Evidence from the Multivariate GARCH Model

Javed IQBAL, Zohaib AZIZ

Pakistan Journal of Applied Economics | 2016

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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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Financial Contagion in EFA Markets in Crisis Periods: A Multivariate GARCH Dynamic Conditional Correlation Framework

Mobeen Ur Rehman

Lahore Journal of Economics | 2016

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