Predicting the volatility in stock return of emerging economy : an empirical approach
Year of publication: |
2020
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Authors: | Khera, Aastha ; Yadav, Miklesh Prasad |
Published in: |
Theoretical and applied economics : GAER review. - Bucureşti : AGER, ISSN 1841-8678, ZDB-ID 2640970-7. - Vol. 27.2020, 4/625, p. 233-244
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Subject: | emerging countries | stock return | GARCH | Volatilität | Volatility | Schwellenländer | Emerging economies | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Welt | World |
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