Measuring leverage effect of Covid 19 on stock price volatility of energy companies using high frequency data
Bharat Kumar Meher, Iqbal Thonse Hawaldar, Mathew Thomas Gil, Deebom Zorle Dum
| Year of publication: |
2021
|
|---|---|
| Authors: | Meher, Bharat Kumar ; Hawaldar, Iqbal Thonse ; Gil, Mathew Thomas ; Dum, Deebom Zorle |
| Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 11.2021, 6, p. 489-502
|
| Subject: | Asymmetric Volatility | EGARCH | GJR-GARCH | TGARCH | High frequency Data | Volatilität | Volatility | Börsenkurs | Share price | ARCH-Modell | ARCH model | Coronavirus |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.32479/ijeep.11866 [DOI] hdl:11159/7913 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012807824