Skip Nav Destination
Close Modal
Update search
Filter
- All
- Title
- Author
- Author Affiliations
- Full Text
- Abstract
- Keyword
- DOI
- ISBN
- EISBN
- ISSN
- EISSN
- Issue
- Volume
- References
Filter
- All
- Title
- Author
- Author Affiliations
- Full Text
- Abstract
- Keyword
- DOI
- ISBN
- EISBN
- ISSN
- EISSN
- Issue
- Volume
- References
Filter
- All
- Title
- Author
- Author Affiliations
- Full Text
- Abstract
- Keyword
- DOI
- ISBN
- EISBN
- ISSN
- EISSN
- Issue
- Volume
- References
Filter
- All
- Title
- Author
- Author Affiliations
- Full Text
- Abstract
- Keyword
- DOI
- ISBN
- EISBN
- ISSN
- EISSN
- Issue
- Volume
- References
Filter
- All
- Title
- Author
- Author Affiliations
- Full Text
- Abstract
- Keyword
- DOI
- ISBN
- EISBN
- ISSN
- EISSN
- Issue
- Volume
- References
Filter
- All
- Title
- Author
- Author Affiliations
- Full Text
- Abstract
- Keyword
- DOI
- ISBN
- EISBN
- ISSN
- EISSN
- Issue
- Volume
- References
NARROW
Format
Journal
Type
Date
Availability
1-1 of 1
Keywords: MSGARCH
Close
Follow your search
Access your saved searches in your account
Would you like to receive an alert when new items match your search?
Sort by
Journal Articles
Financial crises in SAARC nations: applications of volatility and Markov switching models
Available to PurchaseAnwesha Das, Md. Jamal Hossain, Fariea Nazim Jui, Nazia Sultana, Md. Kamrul Islam, Md Mijanoor Rahman, Mohammad Mafizur Rahman
International Journal of Emerging Markets 1–19.
Published: 29 April 2026
... nations. The Markov-switching GARCH model is used to analyze volatility clustering in order to determine whether the SAARC countries are experiencing a financial crisis based on the Nominal Exchange Rate indicator. Findings The results indicate that an MSGARCH(1,1,1) model is suitable for Bangladesh...
