Forecasting Egyptian Stock Market Volatility with Markov Regime Switching GARCH Models
El-Sayed Abd El-Ghany Mubarak, A. (2012). Forecasting Egyptian Stock Market Volatility with Markov Regime Switching GARCH Models. EKB Journal Management System, 56(1), 38-51. doi: 10.21608/esju.2012.314328
Amaal El-Sayed Abd El-Ghany Mubarak. "Forecasting Egyptian Stock Market Volatility with Markov Regime Switching GARCH Models". EKB Journal Management System, 56, 1, 2012, 38-51. doi: 10.21608/esju.2012.314328
El-Sayed Abd El-Ghany Mubarak, A. (2012). 'Forecasting Egyptian Stock Market Volatility with Markov Regime Switching GARCH Models', EKB Journal Management System, 56(1), pp. 38-51. doi: 10.21608/esju.2012.314328
El-Sayed Abd El-Ghany Mubarak, A. Forecasting Egyptian Stock Market Volatility with Markov Regime Switching GARCH Models. EKB Journal Management System, 2012; 56(1): 38-51. doi: 10.21608/esju.2012.314328