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Return and volatility spillover effects between the INR-USD exchange rate and BSE SENSEX
Shadab, Abdullah; Sinha, Amit - In: Finance India : the quarterly journal of Indian … 36 (2022) 3, pp. 995-1008
Persistent link: https://www.econbiz.de/10013477579
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Are the shocks of EPU, VIX, and GPR indexes on the oil-stock nexus alike? : a time-frequency analysis
Chen, Xiuwen - In: Applied economics 55 (2023) 48, pp. 5637-5652
Persistent link: https://www.econbiz.de/10014335498
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Predicting stock market volatility using MODWT with HyFIS and FS.HGD models
Alenezy, Abdullah H.; Mohd Tahir Ismail; Sadam Al-Wadi; … - In: Risks : open access journal 11 (2023) 7, pp. 1-16
We enhance the precision of predicting daily stock market price volatility using the maximum overlapping discrete …
Persistent link: https://www.econbiz.de/10014335933
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Cross-sectional return dispersion and stock market volatility : evidence from high-frequency data
Niu, Zibo; Demirer, Rıza; Suleman, Muhammad Tahir; … - In: Journal of forecasting 42 (2023) 6, pp. 1309-1328
Persistent link: https://www.econbiz.de/10014338888
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Modeling price dynamics and risk forecasting in Tehran stock exchange : conditional variance heteroscedasticity hidden Markov models
Nilchi, Moslem; Farid, Daryush; Peymany, Moslem; … - In: Iranian journal of finance 7 (2023) 3, pp. 1-24
Persistent link: https://www.econbiz.de/10014429053
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Analysis of stock markets risk spillover with copula models under the background of Chinese financial opening
Du, Jiangze; Chen, Xizhuo; Gong, Jincheng; Lin, Xiao; … - In: International journal of finance & economics : IJFE 28 (2023) 4, pp. 3997-4019
Persistent link: https://www.econbiz.de/10014429264
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Herd behavior in Indian stock market : upshots of COVID-19 pandemic
Bamba, Meera; Komal; Mamta - In: Finance India : the quarterly journal of Indian … 37 (2023) 2, pp. 401-420
Persistent link: https://www.econbiz.de/10014419239
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Modelling long memory dependence structure using FIGARCH-copula approach : evidence from major Asian stock markets
Gupta, Pankaj Kumar; Mittal, Prabhat - In: Global business & economics review 30 (2024) 1, pp. 56-71
Persistent link: https://www.econbiz.de/10014490993
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Stylized facts of the statistical properties of risk and return of the Dhaka Stock Exchange : 1991-2015
Iqbal, Kazi; Shahana, Siban - In: The Bangladesh development studies : the journal of the … 42 (2019) 4, pp. 83-109
Persistent link: https://www.econbiz.de/10012665548
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Comparison of GARCH and ANN model for forecasting volatility : Evidence based on Indian stock markets
Shaik, Muneer; Sejpal, Aditya - In: The journal of prediction markets 14 (2020) 2, pp. 103-121
Persistent link: https://www.econbiz.de/10012667736