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Browsing SEUSL International Symposium by Subject "GARCH"

Browsing SEUSL International Symposium by Subject "GARCH"

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  • Alibuhtto, M.C (South Eastern University of Sri Lanka, University Park, Oluvil #32360, Sri Lanka, 2014-08-02)
    The objective of this paper is to analyse and modelling the volatility of Colombo Consumer Price Index (CCPI) in Sri Lanka using monthly data from January 2008 to April 2014. Three types of GARCH models (GARCH, TGARCH and ...

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