Mean reversion in international markets : evidence from G.A.R.C.H. and half-life volatility models
Rizwan Raheem Ahmed, Jolita Vveinhardt, Dalia Streimikiene and Zahid Ali Channar
| Year of publication: |
2018
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|---|---|
| Authors: | Ahmed, Rizwan Raheem ; Vveinhardt, Jolita ; Štreimikienė, Dalia ; Channar, Zahid Ali |
| Published in: |
Economic research. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1331-677X, ZDB-ID 2171828-3. - Vol. 31.2018, 1,2, p. 1198-1217
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| Subject: | Mean reversion | development & emerging stock markets | half-life model | A.R.C.H.-LM | G.A.R.C.H. | Volatilität | Volatility | Mean Reversion | Aktienmarkt | Stock market | Schätzung | Estimation | Schwellenländer | Emerging economies | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1331677X.2018.1456358 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012391404