Volatility dynamics and volatility forecasts of equity returns in BRIC countries
Alfredo A. Romero; Krishna M. Kasibhatla
| Year of publication: |
2013
|
|---|---|
| Authors: | Romero, Alfredo A. ; Kasibhatla, Krishna Moorti |
| Published in: |
The journal of business and economic studies. - Newark, NJ : School of Management, New Jersey Institute of Technology, ISSN 1063-343X, ZDB-ID 1193519-4. - Vol. 19.2013, 1, p. 52-70
|
| Subject: | volatility | GARCH models | forecasts | BRIC countries | Volatilität | Volatility | ARCH-Modell | ARCH model | BRICS-Staaten | BRICS countries | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Wechselkurs | Exchange rate |
| Extent: | graph. Darst. |
|---|---|
| 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/10009776446