Return and volatility linkages among G-7 and selected emerging markets
Rafiq Bhuyan, Mohammad I. Elian, Mohsen Bagnied & Talla Mohammed Al-Deehani
| Year of publication: |
2015
|
|---|---|
| Authors: | Bhuyan, Rafiq ; Elian, Mohammad I. ; Bagnied, Mohsen ; Al-Deehani, Talla |
| Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 7.2015, 6, p. 153-165
|
| Subject: | volatility | GARCH | stochastic volatility | leverage effect | ARCH effect | Volatilität | Volatility | ARCH-Modell | ARCH model | Schwellenländer | Emerging economies | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Schätzung | Estimation | Stochastischer Prozess | Stochastic process |
| 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/10011335029