Do BRIC countries stock market volatility move together? : an empricial analysis of using multivariate GARCH models
Naliniprava Tripathy
| Year of publication: |
2017
|
|---|---|
| Authors: | Tripathy, Nalini Prava |
| Published in: |
International journal of business and emerging markets : IJBEM. - Olney, Bucks : Inderscience Publ., ISSN 1753-6219, ZDB-ID 2442561-8. - Vol. 9.2017, 2, p. 104-123
|
| Subject: | BRIC | volatility | GARCH | CHARMA | APARCH | CGARCH | ARCH-Modell | ARCH model | Volatilität | Volatility | BRICS-Staaten | BRICS countries | Börsenkurs | Share price | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011776067