Evaluating the Volatility Behaviour in Irish ISEQ Overall Index Using GARCH Models
Adel M. Alsharkasi, Martin Crane & Heather J. Ruskin · Journal of Economics, Management and Trade · 2016
This paper aims to model the volatility of the Irish stock market (ISEQ) index price; data used in this article include the daily closing prices of ISEQ overall index, from January 1st, 2008 to March 28th, 2014. The data are observed to be naturally divided into three time frames...
Open access
Research Article
10.9734/BJEMT/2016/24632