Munich Personal RePEc Archive
metadata only
Forecasting volatility: Evidence from the Macedonian stock exchange
This paper investigates the behavior of stock returns in an emerging stock market namely, the Macedonian Stock Exchange, focusing on the relationship between returns and conditional volatility. The conditional mean follows a GARCH-M model, while for the conditional variance one symmetric (GARCH) and
Conceptio Open Archive
Analyze & explore related research in Conceptio
Connect this record directly into your research workflow or AI agent. Explore citations across open repositories, query full text, and export structured proof bundles.
This document is indexed with metadata only: full text is not available in the archive for this record. Open the official source ↗
Related documents
- The Spline GARCH Model for Unconditional Volatility and its Global Macroeconomic Causes#942388
- GARCH-Informed Neural Networks for Volatility Prediction in Financial Markets#1115467
- A GARCH-based method for clustering of financial time series: International stock markets evidence#1274808
- Autoregressive Conditional Heteroskedasticity Models and the Dynamic Structure of the Athens Stock Exchange#1276942
- Relative Valuation, Differential Information, and Cross-sectional Differences in Stock Return Volatility#942430
Record · ID 1276372
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Bring this data into your agent: Connect via MCP or API · 20 free credits to start · no card required
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive