Investigation of financial markets performance due to coronavirus outbreak : EGARCH and bivariate regression approach
Year of publication: |
2022
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Authors: | Rokhsari, Alireza ; Doodman, Neda ; Esfahanipour, Akbar |
Published in: |
International Journal of Financial Markets and Derivatives : IJFMD. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-7149, ZDB-ID 2545128-5. - Vol. 8.2022, 4, p. 315-335
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Subject: | financial crisis | financial securities | COVID-19 | EGARCH | bivariate regression model | Coronavirus | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Finanzmarkt | Financial market | Finanzkrise | Financial crisis | ARCH-Modell | ARCH model | Börsenkurs | Share price | Welt | World | Volatilität | Volatility |
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