Stock market volatility : a systematic review
Year of publication: |
2024
|
---|---|
Authors: | Dhingra, Barkha ; Batra, Shallu ; Aggarwal, Vaibhav ; Yadav, Mahender ; Kumar, Pankaj |
Published in: |
Journal of modelling in management. - Bradford : Emerald, ISSN 1746-5672, ZDB-ID 2243983-3. - Vol. 19.2024, 3, p. 925-952
|
Subject: | Diebold Yilmaz | GARCH | Risk | Stock market | Volatility spillover | Volatilität | Volatility | Aktienmarkt | ARCH-Modell | ARCH model | Börsenkurs | Share price | Spillover-Effekt | Spillover effect |
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