The sources of stock market volatility in Pakistan
Year of publication: |
2020
|
---|---|
Authors: | Ihsan, Hajra ; Ahmed, Eatzaz |
Published in: |
Journal of world economic review. - New Delhi : Serials Publ., ISSN 0973-4368, ZDB-ID 2467379-1. - Vol. 15.2020, 1, p. 15-34
|
Subject: | Conditional volatility | Generated regressor | Unit root | ARCH | Volatilität | Volatility | Pakistan | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory | Aktienmarkt | Stock market | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis | Kapitaleinkommen | Capital income | Einheitswurzeltest | Unit root test |
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