Modeling Sectoral Stock Indexes Volatility: Empirical Evidence from Pakistan Stock Exchange
<p>Modeling volatility in financial markets is one of the factors that results in direct impact and effect on pricing, risk and portfolio management. This study aims to examine the volatility of stock indices in PSX that include; volatility clustering, fat tails and leptokurtosis behavior. To...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
EconJournals
2018-03-01
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| Series: | International Journal of Economics and Financial Issues |
| Online Access: | https://www.econjournals.com/index.php/ijefi/article/view/6115 |