Forecasting Volatility of Dhaka Stock Exchange: Linear Vs Non-linear models
Prior information about a financial market is very essential for investor to invest money on parches share from the stock market which can strengthen the economy. The study examines the relative ability of various models to forecast daily stock indexes future volatility. The forecasting models that...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Diponegoro University
2012-10-01
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| Series: | International Journal of Science and Engineering |
| Online Access: | https://ejournal.undip.ac.id/index.php/ijse/article/view/4057 |