Please use this identifier to cite or link to this item:
http://ir.lib.seu.ac.lk/handle/123456789/5895| Title: | Analyzing the volatility of all share price index using ARCH family models |
| Authors: | Kumara, A. M. P. S. Jahufer, A. |
| Keywords: | ADF ARCH ASPI GARCH Volatility |
| Issue Date: | 30-Nov-2021 |
| Publisher: | Faculty of Applied Sciences, South Eastern University of Sri Lanka, Sammanthurai. |
| Citation: | 10th Annual Science Research Sessions 2021 (ASRS-2021) Proceedings on "Data-Driven Scientific Research for Sustainable Innovations". 30th November 2021. Faculty of Applied Sciences, South Eastern University of Sri Lanka, Sammanthurai, Sri Lanka. pp. 116-119. |
| URI: | http://ir.lib.seu.ac.lk/handle/123456789/5895 |
| ISBN: | 978-624-5736-19-5 |
| Appears in Collections: | 10th Annual Science Research Session - FAS |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| ASRS2021_Proceedings Book-pp.116-119.pdf | 657.06 kB | Adobe PDF |  View/Open |
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