The predictability, volatility persistence, and leverage effects in stock market returns : a study of BRICS stock market indices
Bashir Ahmad Joo and Younis Ahmed Ghulam
| Year of publication: |
2023
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|---|---|
| Authors: | Joo, Bashir Ahmad ; Ghulam, Younis Ahmed |
| Published in: |
American journal of finance and accounting. - Genève : Inderscience Enterprises, ISSN 1752-7775, ZDB-ID 2454263-5. - Vol. 7.2023, 3/4, p. 188-213
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| Subject: | APARCH | EGARCH | GARCH | GJR-GARCH | investment decisions | leverage effect | predictability | volatility clusters | volatility persistence | Volatilität | Volatility | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Schätzung | Estimation | Kapitalstruktur | Capital structure |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/AJFA.2023.136686 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014490945