Search Results - Zahid, Mamoona

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  1. 1
    Modeling the volatility of cryptocurrencies: an empirical application of stochastic volatility models

    Modeling the volatility of cryptocurrencies: an empirical application of stochastic volatility models by Zahid, Mamoona, Iqbal, Farhat

    Published 2020
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  2. 2
    Modeling and forecasting the realized volatility of bitcoin using realized HAR-GARCH-type models with jumps and inverse leverage effect

    Modeling and forecasting the realized volatility of bitcoin using realized HAR-GARCH-type models with jumps and inverse leverage effect by Zahid, Mamoona, Iqbal, Farhat, Raziq, Abdul, Sheikh, Naveed

    Published 2022
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