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- W2253977462 abstract "This study aims at finding the most appropriate model for investigating volatility of gold-futures’ returns using various GARCH family models for Pakistan. Estimating ARMA (1,1)-GARCH(1,1), GJR-GARCH and GARCH-M models, this study finds that GJR-GARCH and GARCH-M are not appropriate models to describe volatility of gold-futures’ returns. Whereas, ARMA (1, 1)-GARCH (1, 1) proves to be the most suitable model." @default.
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- W2253977462 date "2014-01-01" @default.
- W2253977462 modified "2023-09-27" @default.
- W2253977462 title "Modeling Volatility of Gold-Futures’ Returns using GARCH-Family Models: Empirical Evidence from Pakistan" @default.
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