Comparing the persistency of different frequencies of stock returns volatility in an emerging market: A case study of Pakistan

Amir Rafique; Kashif-Ur-Rehman

doi:10.5897/AJBM10.484

African Journal of
Business Management

Abbreviation: Afr. J. Bus. Manage.
Language: English
ISSN: 1993-8233
DOI: 10.5897/AJBM
Start Year: 2007
Published Articles: 4194

Full Length Research Paper

Comparing the persistency of different frequencies of stock returns volatility in an emerging market: A case study of Pakistan

Amir Rafique1* and Kashif-Ur-Rehman2

1Shaheed Zulfikar Ali Bhutto Institute of Science and Technology (SZABIST) Islamabad, Pakistan. 2Iqra University Islamabad Campus, Pakistan.
Email: [email protected]

Article Number - 7984A4815605
Vol.5(1), pp. 59-67 , January 2011
https://doi.org/10.5897/AJBM10.484

Accepted: 18 August 2010
Published: 04 January 2011

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