Asymmetry and leverage with news impact curve perspective in Australian stock returns' volatility during COVID-19
Year of publication: |
2021
|
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Authors: | Iqbal, Najam ; Manzoor, Muhammad Saqib ; Bhatti, Muhammad Ishaq |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 14.2021, 7, Art.-No. 314, p. 1-15
|
Subject: | Australian stock market | COVID-19 | EGARCH | GARCH | news impact curve | volatility | Coronavirus | Australien | Australia | Volatilität | Volatility | Börsenkurs | Share price | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Schätzung | Estimation | Ankündigungseffekt | Announcement effect |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm14070314 [DOI] hdl:10419/258418 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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