Modeling Stock Market Volatility Using Univariate GARCH Models: Evidence from Bangladesh
This paper investigates the nature of volatility characteristics of stock returns in the Bangladesh stock markets employing daily all share price index return data of Dhaka Stock Exchange (DSE) and Chittagong Stock Exchange (CSE) from 02 January 1993 to 27 January 2013 and 01 January 2004 to 20 Augu...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
University of Sistan and Baluchestan
2016-10-01
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| Series: | International Journal of Business and Development Studies |
| Online Access: | https://ijbds.usb.ac.ir/article_2636_60f549a32fb422fb7ec4201cfd42a871.pdf |