Symmetric and Asymmetric GARCH Estimations and Portfolio Optimization: Evidence From G7 Stock Markets

Journal article

Open access

Peer reviewed

Shahid Ali, Junrui Zhang, Mazhar Abbas, Muhammad Umar Draz and Fayyaz Ahmad

SAGE open, Vol.9(2), p.215824401985024

01/05/2019

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https://doi.org/10.1177/2158244019850243View

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Title: Symmetric and Asymmetric GARCH Estimations and Portfolio Optimization: Evidence From G7 Stock Markets
Creators - without role: Shahid Ali - Xi'an Jiaotong University
Junrui Zhang - Xi'an Jiaotong University
Mazhar Abbas - COMSATS University Islamabad
Muhammad Umar Draz - Universiti Teknologi Petronas
Fayyaz Ahmad - Lanzhou University
Publication Details: SAGE open, Vol.9(2), p.215824401985024
Identifiers: 9931710608331
Academic Unit: University Ha'il
Language: English
Resource Type: Journal article