Journal of Mathematical Finance

Vol.7 No.2(2017), Paper ID 76274, 25 pages

DOI:10.4236/jmf.2017.72020

 

An Empirical Evaluation in GARCH Volatility Modeling: Evidence from the Stockholm Stock Exchange

 

Chaido Dritsaki

 

Department of Accounting and Finance, Western Macedonia University of Applied Sciences, Kozani, Greece

 

Copyright © 2017 Chaido Dritsaki et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

Dritsaki, C. (2017) An Empirical Evaluation in GARCH Volatility Modeling: Evidence from the Stockholm Stock Exchange. Journal of Mathematical Finance, 7, 366-390. doi: 10.4236/jmf.2017.72020.
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