Time Series Analysis of Stock Market Volatility in Pakistan
Tabassam Rashid, Aisha Ismail & Kashif Rashid · Asian Journal of Probability and Statistics · 2020
The stock market in an emerging country like Pakistan has been volatile from the earliest times. This paper studies the volatility of Pakistan Stock Exchange (PSX) (using Karachi Stock Exchange 100 Index (KSE-100) as a proxy) through the application of Generalized Autoregressive...
Open access
Research Article
10.9734/ajpas/2020/v6i430166