Univariate GARCH model generated volatility skews for the CIVETS stock indices
Coenraad C.A. Labuschagne, Niel Oberholzer, and Pierre J. Venter
| Year of publication: |
[2017]
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|---|---|
| Authors: | Labuschagne, Coenraad C. A. ; Oberholzer, Niel ; Venter, Pierre J. |
| Published in: |
Advances in applied economic research : proceedings of the 2016 International Conference on Applied Economics (ICOAE). - Cham : Springer, ISBN 3-319-48453-2. - 2017, p. 333-347
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| Subject: | IGBC index | JKSE index | VN-Index | EGX 100 | XU 100 index | Börsenkurs | Share price | Kapitalmarktrendite | Capital market returns | Volatilität | Volatility | ARCH-Modell | ARCH model | Kolumbien | Colombia | Indonesien | Indonesia | Ägypten | Egypt | Türkei | Turkey | Südafrika | South Africa |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz im Buch ; Book section |
| Language: | English |
| Notes: | CIVET = Colombia, Indonesia, Vietnam, Egypt, Turkey, South Africa |
| Other identifiers: | 10.1007/978-3-319-48454-9_24 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011744293