Items where Author is "Zahid, Mamoona"

Zahid, Mamoona and Iqbal, Farhat and Raziq, Abdul and Sheikh, Naveed (2022) Modeling and forecasting the realized volatility of bitcoin using realized HAR-GARCH-type models with jumps and inverse leverage effect. Sains Malaysiana, 51 (3). pp. 929-942. ISSN 0126-6039

Zahid, Mamoona and Iqbal, Farhat (2020) Modeling the volatility of cryptocurrencies: an empirical application of stochastic volatility models. Sains Malaysiana, 49 (3). pp. 703-712. ISSN 0126-6039