Modelling and forecasting financial market volatility of the GCC countries using GARCH models
Naeem Muhammad, University of WollongongFollow
Muhammad, N. 2007, ''Modelling and forecasting financial market volatility of the GCC countries using GARCH models'', in M. Hoque & C. Fernandes (eds), Proceedings of the Fifth International Business Research Conference, World Business Institute, Melbourne, pp. 1-13.
International Business Research Conference
Please refer to publisher version or contact your library.
Since July 16, 2012
My Account |