NSU Research Contributions
Title : Return and Volatility Spillover between Financial Market Participants of Dhaka Stock Exchange Using Asymmetric GARCH Method
Authors : Mohammad Arefin, Sharif Ahkam
| Journal Title: International Journal of Trade, Economics and Finance | Volume Number: 8 | Publication Year : 2017 | Issue Number: 3-4 |
| Pages : 133-140 |
| Keywords: Bayesian VAR, E-GARCH, GJR-GARCH, Return Spillover, Volatility Spillover, DSE. |
