Time Series Analysis Of The General Index Of Dhaka Stock Exchange In Bangladesh: A Comparative Study Of Garch And Arima Models
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoPaper provided by Conference Master Resources in its series 2nd International Conference on Business and Economic Research (2nd ICBER 2011) Proceeding with number 2011-592.
Date of creation: Mar 2011
Date of revision:
Publication status: Published in 2nd ICBER 2011 Proceeding, March 2011
Contact details of provider:
Web page: http://www.internationalconference.com.my/proceeding.htm
General Index of Share Market; Stationarity; White Noise Series; ARIMA model and GARCH model;
Find related papers by JEL classification:
- M0 - Business Administration and Business Economics; Marketing; Accounting - - General
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Ajit Singh, 1998.
"Financial liberalisation, stockmarkets and economic development,"
Economics Department, Universidade Federal de Minas Gerais (Brazil), vol. 8(1), pages 165-182.
- Singh, Ajit, 1997. "Financial Liberalisation, Stockmarkets and Economic Development," Economic Journal, Royal Economic Society, vol. 107(442), pages 771-82, May.
- De Santis, Giorgio & imrohoroglu, Selahattin, 1997.
"Stock returns and volatility in emerging financial markets,"
Journal of International Money and Finance,
Elsevier, vol. 16(4), pages 561-579, August.
- Giorgio De Santis & Selahattin Imrohoroglu, 1994. "Stock returns and volatility in emerging financial markets," Discussion Paper / Institute for Empirical Macroeconomics 93, Federal Reserve Bank of Minneapolis.
- Aggarwal, Reena & Inclan, Carla & Leal, Ricardo, 1999. "Volatility in Emerging Stock Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 34(01), pages 33-55, March.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (ihfal).
If references are entirely missing, you can add them using this form.