id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
cjfa-8193	Al-Hajieh, Heitham; AlNemer, Hashem; Rodgers, Timothy; Niklewski, Jacek	Forecasting the Jordanian stock index: modelling asymmetric volatility and distribution effects within a GARCH framework	2015	18	.pdf	application/pdf	9649	424	59	The specification for the conditional variance is: ��� ��� � � � [� � ����]��[� � ����]������� [3] where ����� � ����� ���� ������ � ��[|��| � �|��|]����������� ��������� ������ The log specification implies that the asymmetric effect is exponential, rather than quadratic, and that forecasts of the conditional variance that are generated are non- negative. The specification for the conditional variance is: ��� ��� � � � [� � ����]��[� � ����]������� [3] where ����� � ����� ���� ������ � ��[|��| � �|��|]����������� ��������� ������ The log specification implies that the asymmetric effect is exponential, rather than quadratic, and that forecasts of the conditional variance that are generated are non- negative.	cache/cjfa-8193.pdf	txt/cjfa-8193.txt