1. E-Repository - South Eastern University of Sri Lanka
  2. Research Publications
  3. Proceedings
  4. SEUSL Conferences
  5. Annual Science Research Session (ASRS)
  6. 10th Annual Science Research Session - FAS
Please use this identifier to cite or link to this item: http://ir.lib.seu.ac.lk/handle/123456789/5895
Title: Analyzing the volatility of all share price index using ARCH family models
Authors: Kumara, A. M. P. S.
Jahufer, A.
Keywords: ADF
ARCH
ASPI
GARCH
Volatility
Issue Date: 30-Nov-2021
Publisher: Faculty of Applied Sciences, South Eastern University of Sri Lanka, Sammanthurai.
Citation: 10th Annual Science Research Sessions 2021 (ASRS-2021) Proceedings on "Data-Driven Scientific Research for Sustainable Innovations". 30th November 2021. Faculty of Applied Sciences, South Eastern University of Sri Lanka, Sammanthurai, Sri Lanka. pp. 116-119.
URI: http://ir.lib.seu.ac.lk/handle/123456789/5895
ISBN: 978-624-5736-19-5
Appears in Collections:10th Annual Science Research Session - FAS

Files in This Item:
File Description SizeFormat 
ASRS2021_Proceedings Book-pp.116-119.pdf657.06 kBAdobe PDFThumbnail
View/Open
Show full item record


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.