Modelling stock market volatility using asymmetric GARCH models : evidence from BRICS stock markets
Ayesha Siddiqui, Mohd Shamim
| Year of publication: |
2024
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|---|---|
| Authors: | Siddiqui, Ayesha ; Shamim, Mohd |
| Published in: |
Global business & economics review. - Olney, Bucks : Inderscience Enterprises, ISSN 1745-1329, ZDB-ID 2231575-5. - Vol. 30.2024, 1, p. 107-127
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| Subject: | asymmetric volatility | BRICS | EGARCH | GJR-GARCH | leverage effect | Volatilität | Volatility | ARCH-Modell | ARCH model | BRICS-Staaten | BRICS countries | Aktienmarkt | Stock market | Börsenkurs | Share price | Kapitaleinkommen | Capital income |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/GBER.2024.135300 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014491085