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Publications by Cai Yanli

Empirical Analysis of Chinese Stock Market Volatility Based on GARCH Models and Markov Switching Models

English

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

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Measuring Volatility Using Garch Models : An Application to Selected Stock of Dhaka Stock Exchange

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Sample and Implied Volatility in GARCH Models

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