Excess volatility pursuit in autoregressive GARCH model based panel data analysis at country level : BRICS context
Wajid Shakeel Ahmed, Muhammad Shoaib Khan, Muhammad Jibran Sheikh and Inzamam Khan
| Year of publication: |
2023
|
|---|---|
| Authors: | Ahmed, Wajid Shakeel ; Khan, Muhammad Shoaib ; Sheikh, Muhammad Jibran ; Khan, Inzamam |
| Published in: |
International journal of emerging markets. - Bradford : Emerald, ISSN 1746-8817, ZDB-ID 2242085-X. - Vol. 18.2023, 10, p. 3703-3719
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| Subject: | Government bonds | Excess volatility | Market efficiency | Autoregressive-GARCH panel Model | (DWT) | BRICS | Volatilität | Volatility | Panel | Panel study | BRICS-Staaten | BRICS countries | ARCH-Modell | ARCH model | Schätzung | Estimation | Öffentliche Anleihe | Public bond | Börsenkurs | Share price | Effizienzmarkthypothese | Efficient market hypothesis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/IJOEM-04-2021-0480 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014454414