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E-Repository - South Eastern University of Sri Lanka
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Issue Date
Title
Author(s)
2021-11-30
Analyzing the volatility of all share price index using ARCH family models
Kumara, A. M. P. S.
;
Jahufer, A.
2021-11-30
Volatility analysis of international tourist arrivals to Sri Lanka using GARCH models
Shanika, A. G. S.
;
Jahufer, A.
Discover
Author
1
Kumara, A. M. P. S.
1
Shanika, A. G. S.
Subject
1
ADF
1
ARCH
1
ASPI
1
Conditional Volatility
1
EGARCH
1
GJR-GARCH
1
Volatility
Date issued
2
2021