NSU Research Contributions
Title : Return and Volatility Spillover between Financial Market Participants of Dhaka Stock Exchange Using Asymmetric GARCH Methods.
Authors : Sharif Ahkam, Md. Kamrul Arefin
| Publication Year : 2017 |
| Pages : 133-140 |
| Proceeding Title : International Conference on Economics and Finance Research. |
| Keywords: Bayesian VAR, E-GARCH, GJR-GARCH, return spillover, volatility spillover, DSE. |
