Analyzing the volatility of all share price index using ARCH family models

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dc.contributor.authorKumara, A. M. P. S.
dc.contributor.authorJahufer, A.
dc.date.accessioned2021-12-01T07:50:35Z
dc.date.available2021-12-01T07:50:35Z
dc.date.issued2021-11-30
dc.identifier.citation10th 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.en_US
dc.identifier.isbn978-624-5736-19-5
dc.identifier.urihttp://ir.lib.seu.ac.lk/handle/123456789/5895
dc.language.isoen_USen_US
dc.publisherFaculty of Applied Sciences, South Eastern University of Sri Lanka, Sammanthurai.en_US
dc.subjectADFen_US
dc.subjectARCHen_US
dc.subjectASPIen_US
dc.subjectGARCHen_US
dc.subjectVolatilityen_US
dc.titleAnalyzing the volatility of all share price index using ARCH family modelsen_US
dc.typeArticleen_US

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