Review on volatility and return analysis including emerging developments : evidence from stock market empirics
Year of publication: |
2023
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Authors: | Kashyap, Sachin |
Published in: |
Journal of modelling in management. - Bradford : Emerald, ISSN 1746-5672, ZDB-ID 2243983-3. - Vol. 18.2023, 3, p. 756-816
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Subject: | Artificial intelligence | Artificial neural network | Structural breaks | Volatility | Volatility spillovers | Volatilität | Neuronale Netze | Neural networks | Aktienmarkt | Stock market | Künstliche Intelligenz | Strukturbruch | Structural break | Spillover-Effekt | Spillover effect | Schwellenländer | Emerging economies | Kapitaleinkommen | Capital income | Schätzung | Estimation |
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