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Dive into the research topics of 'Forecasting Volatility in Generalized Autoregressive Conditional Heteroscedastic (GARCH) Model with Outliers'. Together they form a unique fingerprint.- Sort by
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Shahid Akbar, Tanzila Saba, Saeed Ali Bahaj, Muhammad Inshal, Amjad Rehman Khan
Research output: Contribution to journal › Article › peer-review