Time Series Analysis Of The General Index Of Dhaka Stock Exchange In Bangladesh: A Comparative Study Of Garch And Arima Models
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|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 |
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- De Santis, Giorgio & imrohoroglu, Selahattin, 1997.
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Economics Department, Universidade Federal de Minas Gerais (Brazil), vol. 8(1), pages 165-182.
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- 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.
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