Testing the Garch Model in the Vietnamese Stock Market

Science and Technology Development Journal
doi 10.32508/stdj.v13i4.2182
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Viet Nam National University Ho Chi Minh City

Related search

Stock-Market Efficiency in Thin-Trading Markets: The Case of the Vietnamese Stock Market

Applied Economics
EconomicsEconometrics
2010English

Network Forum Affects the Stock Market: An Empirical Analysis Based on Multivariate GARCH-BEKK Model

Sociology Study
2015English

Estimating Stock Market Volatility Using Asymmetric GARCH Models

Applied Financial Economics
2008English

Stock Market Reaction to Food Recalls: A GARCH Application

Applied Economics Letters
EconomicsEconometrics
2002English

The Determinants Impact on Cash Holding: Evidence From the Vietnamese Stock Market

2016English

Testing for Volatility Interactions in the Constant Conditional Correlation GARCH Model

Econometrics Journal
EconomicsEconometrics
2009English

Evaluated the Success of Fractionally Integrated-Garch Models on Prediction Stock Market Return Volatility in Gulf Arab Stock Markets

International Journal of Economics and Finance
2017English

Portfolio Optimization Using the GO-GARCH Model: Evidence From Ukrainian Stock Exchange

Economic Annals-XXI
EconomicsSociologyEconometricsPolitical ScienceFinance
2016English

An Application of the Garch-T Model on Central European Stock Returns

Prague Economic Papers
EconomicsEconometricsFinance
2004English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy