Evaluating volatility persistence of stock return in the pre and cost 2008-2009 financial meltdown
Kamaldeen Ibraheem Nageri
| Year of publication: |
2019
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|---|---|
| Authors: | Nageri, Kamaldeen Ibraheem |
| Published in: |
Copernican Journal of Finance & Accounting : CJF&A. - Toruń : [Verlag nicht ermittelbar], ISSN 2300-3065, ZDB-ID 2753136-3. - Vol. 8.2019, 3, p. 75-94
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| Subject: | volatility persistence | stock market | financial meltdown | GARCH | mean reverting | Volatilität | Volatility | Finanzkrise | Financial crisis | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Börsenkurs | Share price | Aktienmarkt | Stock market | Internationaler Finanzmarkt | International financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.12775/CJFA.2019.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012211589