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Browsing Academic Articles in Lahore School of Economics Journals by Subject "GARCH"

Browsing Academic Articles in Lahore School of Economics Journals by Subject "GARCH"

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  • Muhammad Hammad; Adil Awan; Amir Rafiq (© Lahore School of Economics, 2015)
    This study considers seven different stock exchanges in order to measure the impact of demutualization announcements on stock market return volatility. This is measured based on the daily index prices of all seven indices: ...

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