Studying the impact of positive and negative shocks on the stock return volatility in Boursa Kuwait and Dubai financial market using GARCH family models

Shady I. Y. Al-Telbany , Tariq Abdul Aziz Al-Doub

This research aims to study the impact of positive and negative shocks on stock return volatility in Boursa Kuwait and Dubai Financial Market, during the period from January 2, 2019 to August 20, 2020. Methodology: comparison between symmetric and asymmetric GARCH models based on various criteria. Results: ...