Dynamics of volatility behaviour and transmission : evidences from BRICS countries
Year of publication: |
March 2016
|
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Authors: | Narula, Isha |
Published in: |
Decision. - Calcutta : Inst., ISSN 0304-0941, ZDB-ID 196771-X. - Vol. 43.2016, 1, p. 31-51
|
Subject: | GARCH | EGARCH | GJR GARCH | PGARCH | CGARCH | Spillover effect | Leverage effect | ARCH-Modell | ARCH model | Volatilität | Volatility | Spillover-Effekt | BRICS-Staaten | BRICS countries | Börsenkurs | Share price |
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