GARCH (1,1) models and analysis of stock market turmoil during COVID-19 outbreak in an emerging and developed economy
Year of publication: |
2021
|
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Authors: | Setiawan, Budi ; Abdallah, Marwa Ben ; Fekete-Farkas, Maria ; Nathan, Robert Jeyakumar ; Zeman, Zoltan |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 14.2021, 12, Art.-No. 576, p. 1-19
|
Subject: | Budapest Stock Exchange | Jakarta Composite Index | stock market reaction | unprecedented events | financial sustainability | SDG8 | Aktienmarkt | Stock market | Coronavirus | Volatilität | Volatility | Börsenkurs | Share price | ARCH-Modell | ARCH model | Schwellenländer | Emerging economies | Aktienindex | Stock index | Börse | Bourse |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm14120576 [DOI] hdl:10419/258679 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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