Testing the linkages of Arab stock markets : a multivariate GARCH approach
Mohammed Shahateet, Najib Shrydeh, Suleiman Mohammad
| Year of publication: |
2019
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|---|---|
| Authors: | Shahateet, Mohammed Issa ; Shrydeh, Najib ; Mohammad, Suleiman |
| Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 16.2019, 4, p. 192-204
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| Subject: | Arab finance | cointegration | GARCH | stock markets | Arabische Staaten | Arab countries | Schätzung | Estimation | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Volatilität | Volatility | Börsenkurs | Share price | Kointegration | Cointegration |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21511/imfi.16(4).2019.17 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012177670