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Modelling Co-movement of Different Sectors in Dhaka Stock Exchange (DSE) Using Asymmetric BVAR-GARCH Models
by Abdul Hannan Chowdhury and Mohammad Kamrul Arefin
Journal of Finance and Economics. 2017, 5(3), 105-117. DOI: 10.12691/jfe-5-3-3
Pub. Date: April 19, 2017Views: 9548Downloads: 7289
volatility spillover return spillover Bayesian VAR GJR-GARCH VECH BEKK DSE
Abstract Full Text PDF (545 KB) Full Text HTML Full Text ePUB (619 KB)
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