Do BRIC countries stock market volatility move together? : an empricial analysis of using multivariate GARCH models
Year of publication: |
2017
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Authors: | Tripathy, Nalini Prava |
Published in: |
International journal of business and emerging markets : IJBEM. - Olney, Bucks : Inderscience Publ., ISSN 1753-6219, ZDB-ID 2442561-8. - Vol. 9.2017, 2, p. 104-123
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Subject: | BRIC | volatility | GARCH | CHARMA | APARCH | CGARCH | Volatilität | Volatility | BRICS-Staaten | BRICS countries | ARCH-Modell | ARCH model | Börsenkurs | Share price | Aktienmarkt | Stock market | Schätzung | Estimation |
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