Estimating volatility of stock index returns by using symmetric Garch models

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Estimating volatility of stock index returns by using symmetric Garch models

This paper utilizes Generalized Autoregressive Conditional Heteroscedasticity (GARCH) models to estimate volatility of financial asset returns of three Asian markets namely; Kuala Lumpur Composite Index (KLCI) of Malaysia, Jakarta Stock Exchange Composite Index (JKSE) of Indonesia and Straits Time...

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Bibliographic Details
Main Author:	Islam, Mohd Aminul
Format:	Article
Language:	English
Published:	IDOSI Publications 2013
Subjects:	HG4501 Stocks, investment, speculation
Online Access:	http://irep.iium.edu.my/41039/ http://irep.iium.edu.my/41039/1/Middle-East_Journal_of_Scientific_Research.pdf

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