Evaluating volatility persistence of stock return in the pre and cost 2008-2009 financial meltdown
Year of publication: |
2019
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Authors: | Nageri, Kamaldeen Ibraheem |
Published in: |
Copernican Journal of Finance & Accounting : CJF&A. - Toruń : [Verlag nicht ermittelbar], ISSN 2300-3065, ZDB-ID 2753136-3. - Vol. 8.2019, 3, p. 75-94
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Subject: | volatility persistence | stock market | financial meltdown | GARCH | mean reverting | Volatilität | Volatility | Kapitaleinkommen | Capital income | Finanzkrise | Financial crisis | ARCH-Modell | ARCH model | Börsenkurs | Share price |
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