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