Muhammad Salman Khan

affiliation not provided to SSRN

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Scholarly Papers (1)

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Symmetric and Asymmetric Volatility Clustering Via GARCH Family Models: An Evidence from Religion Dominant Countries

Khan, M. S., Khan, K. I., Mahmood, S., & Sheeraz, M. (2019). Symmetric and asymmetric volatility clustering via GARCH family models: An evidence from religion dominant countries. Paradigms, 13(1), 20-25.
Number of pages: 6 Posted: 12 Jul 2019
affiliation not provided to SSRN, National College of Business Administration and Economics (NCBA&E), The Islamia University of Bahawalpur, Pakistan and Air University Islamabad
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Abstract:

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Volatility Clustering, Religion Dominant Countries, Market Returns, Asymmetric Behavior, GARCH, GJR-GARCH, EGARCH