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en línea
Jying-Nan Wang,Yuan-Teng Hsu,Hung-Chun Liu     Pág. 651 - 656
Given the rapid growth of financial markets over the past 20 years, along with the explosive development of financial derivatives, an ever-growing need for accurate and efficient volatility forecasting has emerged. Such forecasts have numerous financial ... ver más
Revista: International Journal of Economics and Financial Issues    Formato: Electrónico

 
en línea
Abdul Haque,Hung Chun Liu,Fakhar Un Nisa     Pág. 153 - 162
This empirical paper tests out the weak form efficiency of Pakistani stock market by examining the weekly  index over the period . Return series has a leptokurtic and negatively skewed distribution, which is away from normal distribution as reflecte... ver más
Revista: International Journal of Economics and Financial Issues    Formato: Electrónico

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