Volatility clustering and persistence during COVID-19 : evidence of asymmetric volatility in the Asia-Pacific stock markets
Dharen Kumar Pandey and Vineeta Kumari
| Year of publication: |
2022
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|---|---|
| Authors: | Pandey, Dharen Kumar ; Kumari, Vineeta |
| Published in: |
International journal of financial services management : IJFSM. - Olney, Bucks. : Inderscience Enterprises, ISSN 1741-8062, ZDB-ID 2436140-9. - Vol. 11.2022, 3, p. 232-244
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| Subject: | volatility | COVID-19 | GARCH | EGARCH | stock market | Asia-Pacific | asymmetry | Volatilität | Volatility | Aktienmarkt | Stock market | Coronavirus | Asiatisch-pazifischer Raum | Asia-Pacific region | ARCH-Modell | ARCH model | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJFSM.2022.126863 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014311761