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Analyzing the volatility of all share price index using ARCH family models

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dc.contributor.author Kumara, A. M. P. S.
dc.contributor.author Jahufer, A.
dc.date.accessioned 2021-12-01T07:50:35Z
dc.date.available 2021-12-01T07:50:35Z
dc.date.issued 2021-11-30
dc.identifier.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. en_US
dc.identifier.isbn 978-624-5736-19-5
dc.identifier.uri http://ir.lib.seu.ac.lk/handle/123456789/5895
dc.language.iso en_US en_US
dc.publisher Faculty of Applied Sciences, South Eastern University of Sri Lanka, Sammanthurai. en_US
dc.subject ADF en_US
dc.subject ARCH en_US
dc.subject ASPI en_US
dc.subject GARCH en_US
dc.subject Volatility en_US
dc.title Analyzing the volatility of all share price index using ARCH family models en_US
dc.type Article en_US


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