Most prior research has tested for monthly regularities based on the Gregorian calendar; by
contrast, little attention has been given to other calendars based on different religions or …

Purpose The current paper aims to fill a gap in the literature by analyzing the nature of
volatility on the Karachi Stock Exchange (KSE) 100 index of the KSE, and develop an …

We examined the presence of volatility at the Karachi Stock Exchange (recently changed the
name to Pakistan Stock Exchange)(KSE) by fitting Exponential Generalized Autoregressive …

This study conducts empirical analyses modeling the volatility of Pakistani stock market over
the period of 1st January 2008 to 30th June 2018 via different GARCH type Model; …

This study empirically explains the stochastic behaviour of stock returns from January 2004
to December 2018 in Pakistan. Carhart's Four‐Factor Asset Pricing model is analysed using …

Finansal piyasalarda meydana gelen dalgalanmalar, yatırımcılar açısından risk yönetiminin
ve vadeli işlemlerin önemini artırmaktadır. Vadeli işlem piyasası ile spot piyasalar sürekli …

The temporal conduct of the cryptocurrency BIT GREEN Crypto is examined using an ARMA
model. This study analyses BIT GREEN Crypto's volatility using the ARMA model. ARMA …

This study compares the fit and forecast performance of a selected group of parametric
Generalised Autoregressive Conditional Heteroskedasticity GARCH (1, 1) models using …

Stock markets play key role in effective allocation of savings and investments in the
economy. However, high levels of volatility in stock markets may adversely affect the …

The prediction of time-varying volatility plays an important role in financial data. In the paper,
a comprehensive analysis of the mean return and conditional variance of NSE index is …