Modelling and Forecasting of Price Volatility: An Application of GARCH and EGARCH Models

dc.creatorLama, A.
dc.creatorJha, G.K.
dc.creatorPaul, R.K.
dc.creatorGurung, B.
dc.date2017-04-01T13:48:28Z
dc.date.accessioned2026-07-09T09:23:23Z
dc.identifierdoi:10.22004/ag.econ.206582
dc.identifierhttps://ageconsearch.umn.edu/record/206582/files/5-A-Lama.pdf
dc.identifierhttp://ageconsearch.umn.edu/record/206582
dc.identifier.urihttp://hdl.handle.net/123456789/608491
dc.languageeng
dc.publisher
dc.sourcehttp://ageconsearch.umn.edu/record/206582
dc.titleModelling and Forecasting of Price Volatility: An Application of GARCH and EGARCH Models
dc.typeText

Archivos