Time Varying Volatility Analysis and Forecasting Using ARIMA with Asymmetric GARCH Models on Volume Data in Dhaka Stock Exchange

Authors

Dr. Ahammad Hossain (Computer Science and Engineering)

Publication Details

Published In:

International conference on Statistical data mining for Bioinformatics, Health, Agriculture and Environment in proceedings, Department of Statistics, University of Rajshahi, pp 471-476, ISBN: 978-984.

Publication Year:

2012

Publication Date:

December 2012

Type:

Conference Paper

Total Authors:

Time Varying Volatility Analysis and Forecasting Using ARIMA with Asymmetric GARCH Models on Volume Data in Dhaka Stock Exchange

Authors

Publication Details

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