Volatility dynamics of the Tunisian stock market before and during the COVID-19 outbreak : evidence from the GARCH family models
Mohamed Fakhfekh, Ahmed Jeribi, Marwa Ben Salem
| Year of publication: |
2023
|
|---|---|
| Authors: | Fakhfekh, Mohamed ; Jeribi, Ahmed ; Ben Salem, Marwa |
| Subject: | COVID-19 outbreak | GARCH models | Tunisian sectorial stock market indices | ARCH-Modell | ARCH model | Coronavirus | Tunesien | Tunisia | Volatilität | Volatility | Aktienmarkt | Stock market | Aktienindex | Stock index |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2499 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014253433