Comparison of volatility and mean reversion among developed, developing and emerging countries
Tazeen Arsalan and Bilal Ahmed Chishty, Shagufta Ghouri, and Nayeem Ul Hassan Ansari
| Year of publication: |
2025
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|---|---|
| Authors: | Arsalan, Tazeen ; Chishty, Bilal Ahmed ; Ghouri, Shagufta ; Ansari, Nayeem ul Hassan |
| Published in: |
Journal of economic and administrative sciences. - Bingley : Emerald, ISSN 2054-6246, ZDB-ID 2664448-4. - Vol. 41.2025, 2, p. 470-489
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| Subject: | ARCH and GARCH | Developed | Developing and emerging stock markets | Mean reversion | Stock returns | Volatility | Volatilität | Schwellenländer | Emerging economies | ARCH-Modell | ARCH model | Börsenkurs | Share price | Mean Reversion | Kapitaleinkommen | Capital income | Entwicklungsländer | Developing countries | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/JEAS-01-2022-0009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015416624