Predicting stock returns and volatility in BRICS countries during a pandemic : evidence from the novel wild bootstrap likelihood ratio approach
Year of publication: |
2022
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Authors: | Özkan, Oktay ; Olasehinde-Williams, Godwin ; Olanipekun, Ifedola |
Published in: |
Finance a úvěr. - Praha : Datakonekt, ISSN 0015-1920, ZDB-ID 860318-2. - Vol. 72.2022, 2, p. 124-149
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Subject: | pandemics | the wild bootstrap likelihood ratio test | BRICS | stock market returns | stock market volatility | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Bootstrap-Verfahren | Bootstrap approach | BRICS-Staaten | BRICS countries | Volatilität | Volatility | Börsenkurs | Share price | Coronavirus |
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