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