id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
ajfa-14202	Sreeram, Latha	Volatility Estimation Using Symmetric and Asymmetric Models in Oil Exporting Emerging Markets	2019	22	.pdf	application/pdf	7995	401	57	Abd El Aal (2011) examined Egyptian stock market return volatility and he found that EGARCH is the best fit model. The return series were used to compute News Impact Curves (NIC), which pointed out the inadequacy of using GARCH in the presence of asymmetric volatility effects, which treats all volatility equally.	cache/ajfa-14202.pdf	txt/ajfa-14202.txt