Open AccessModeling The Volatility Of Banks Index Returns For The Saudi Stock Exchange Using EGARCH Model
Author(s) -
Hadj Moussa Mansouri,
Abdelhak Guennoun
Publication year - 2021
Publication title -
مجلة الاجتهاد للدراسات القانونية والاقتصادية
Language(s) - English
Resource type - Journals
eISSN - 2335-1039
pISSN - 2437-0754
DOI - 10.36540/1914-010-002-031
Subject(s) - stock exchange , volatility (finance) , econometrics , economics , index (typography) , stock (firearms) , financial economics , computer science , finance , engineering , mechanical engineering , world wide web