Predictability of return volatility across different emerging capital markets : evidence from Asia
Thushari N. Vidanage, Fabrizio Carmignani, Tarlok Singh
| Year of publication: |
2017
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|---|---|
| Authors: | Vidanage, Thushari N. ; Carmignani, Fabrizio ; Singh, Tarlok |
| Published in: |
South Asian journal of macroeconomics and public finance. - Los Angeles : Sage, ISSN 2277-9787, ZDB-ID 2964253-X. - Vol. 6.2017, 2, p. 157-177
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| Subject: | Emerging markets | GARCH models | stock returns | volatility forecasting | out-of-sample forecasting | Volatilität | Volatility | Schwellenländer | Emerging economies | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Finanzmarkt | Financial market | Aktienmarkt | Stock market | Asien | Asia |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1177/2277978717727172 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012153826