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What is BD 2016 about?

This research paper analyzes stock return volatility in the Dhaka Stock Exchange using various econometric models including GARCH and its extensions. The findings indicate that the daily returns exhibit leptokurtic characteristics and significant skewness, with GARCH models effectively predicting volatility. The study highlights the importance of understanding stock market volatility for economic stability and investor confidence.

Author

Mizanur Rahman

Language

EN