Evidence of volatility clustering and asymmetric behavior of returns in Asian emerging stock markets
Syed M. Waqar Azeem Naqvi, Kanwal Iqbal Khan, Muhammad Mudassar Ghafoor and Syed Kumail Abbas Rizvi
| Year of publication: |
2019
|
|---|---|
| Authors: | Naqvi, Syed M. Waqar Azeem ; Khan, Kanwal Iqbal ; Ghafoor, Muhammad Mudassar ; Rizvi, Kumail Abbas |
| Published in: |
Pakistan economic and social review : incorporating the Punjab University economist ; bi-annual journal of the Department of Economics, University of the Punjab. - Lahore : [Verlag nicht ermittelbar], ISSN 1011-002X, ZDB-ID 860690-0. - Vol. 57.2019, 2, p. 163-197
|
| Subject: | Asymmetric | Volatility clusters | News impact | symmetric GARCH,Asymmetric G-GARCH and E-GARCH | Investment Decision,Portfolio risk and return | Volatilität | Volatility | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Börsenkurs | Share price | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Kapitaleinkommen | Capital income |
| 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/10013531991