Modelling Volatility of the Market Returns of Jordanian Banks: Empirical Evidence Using GARCH framework

Hamed Ahmad Almahadin , Gulcay Tuna

This paper investigates the intrinsic nature of volatility in three of the core indices and the Jordanian traditional banks individually that are traded in Amman stock exchange (ASE). Daily stock market returns are used during the period beginning on 3rd January 2010 until 31st December 2015. For this ...