id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
ajfa-9129	AL-Najjar, Dana Mohammad	Modelling and Estimation of Volatility Using ARCH/GARCH Models in Jordan’s Stock Market	2016	16	.pdf	application/pdf	6131	328	50	Keywords:- Times Series, GARCH models, Modelling Volatility, leverage effect, Emerging Markets, Jordan. In the same vein, study by Bollerselev (1986) suggested one step forward to overcome the problem related to the ARCH model regarding the number of parameters, by applying Generalized Auto Regressive Conditional Heteroscedasticity (GARCH) model; in this way Asian Journal of Finance & Accounting ISSN 1946-052X 2016, Vol. 8, No. 1 ajfa.macrothink.org 154 instead of having infinite parameters using ARCH models, we can reduce the number into only two parameters in GARCH model.	cache/ajfa-9129.pdf	txt/ajfa-9129.txt