Dynamics of volatility behaviour and transmission : evidences from BRICS countries
Isha Narula
| Year of publication: |
March 2016
|
|---|---|
| Authors: | Narula, Isha |
| Published in: |
Decision. - Calcutta : Inst., ISSN 0304-0941, ZDB-ID 196771-X. - Vol. 43.2016, 1, p. 31-51
|
| Subject: | GARCH | EGARCH | GJR GARCH | PGARCH | CGARCH | Spillover effect | Leverage effect | Volatilität | Volatility | ARCH-Modell | ARCH model | BRICS-Staaten | BRICS countries | Spillover-Effekt | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s40622-015-0119-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011534256