Open AccessModelling Volatility of the Market Returns of Jordanian Banks : Empirical Evidence Using GARCH Framework
Author(s) -
Hamed Ahmad Almahadin,
Gülcay Tuna
Publication year - 2016
Publication title -
global journal of economic and business
Language(s) - English
Resource type - Journals
eISSN - 2519-9293
pISSN - 2519-9285
DOI - 10.12816/0035275
Subject(s) - autoregressive conditional heteroskedasticity , volatility (finance) , financial economics , economics , econometrics , empirical evidence , business , monetary economics , philosophy , epistemology
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