Browsing by Author "Rahrouh, Maha"

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Modeling asymmetric volatility of financial assets using univariate GARCH models: An Indian perspective

Chalissery, Neenu; Tabash, Mosab; Nishad, Mohamed T.; Rahrouh, Maha (LLC CPC Business Perspectives, 2022)

In recent years, numerous models with various amounts of variance have been developed to estimate and forecast important characteristics of time series data. While there are many studies on asymmetric volatility and accuracy ...
Modeling asymmetric volatility of financial assets using univariate GARCH models: An Indian perspective

Chalissery, Neenu; Tabash, Mosab I.; Nishad, Mohamed T.; Rahrouh, Maha (LLC CPC Business Perspectives, 2022)

In recent years, numerous models with various amounts of variance have been developed to estimate and forecast important characteristics of time series data. While there are many studies on asymmetric volatility and accuracy ...