Modelling volatility in job loss during the COVID-19 pandemic: the Malaysian case

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Modelling volatility in job loss during the COVID-19 pandemic: the Malaysian case

This study employs a suitable volatility model that examines the impact of COVID-19 new cases and deaths on the volatility of daily job loss in Malaysia. Autoregressive Distributed Lag (ARDL) and Generalized Autoregressive Conditional Heteroscedasticity (GARCH) were employed as the modelling strateg...

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Bibliographic Details
Main Authors:	Habibullah, Muzafar Shah, Saari, Mohd Yusof, Maji, Ibrahim Kabiru, Haji Din, Badariah, Mohd Saudi, Nur Surayya
Format:	Article
Language:	English
Published:	Taylor & Francis 2024
Online Access:	http://psasir.upm.edu.my/id/eprint/105756/ http://psasir.upm.edu.my/id/eprint/105756/1/Modelling%20volatility%20in%20job%20loss%20during%20the%20COVID-19%20pandemic%20%20The%20Malaysian%20case.pdf

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