Predictability of return volatility across different emerging capital markets : evidence from Asia
Year of publication: |
2017
|
---|---|
Authors: | Vidanage, Thushari N. ; Carmignani, Fabrizio ; Singh, Tarlok |
Published in: |
South Asian journal of macroeconomics and public finance. - Los Angeles : Sage, ISSN 2277-9787, ZDB-ID 2964253-X. - Vol. 6.2017, 2, p. 157-177
|
Subject: | Emerging markets | GARCH models | stock returns | volatility forecasting | out-of-sample forecasting | Volatilität | Volatility | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Schwellenländer | Emerging economies | Asien | Asia | Aktienmarkt | Stock market | Finanzmarkt | Financial market | Börsenkurs | Share price |
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