Volatility dynamics and volatility forecasts of equity returns in BRIC countries
Year of publication: |
2013
|
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Authors: | Romero, Alfredo A. ; Kasibhatla, Krishna Moorti |
Published in: |
The journal of business and economic studies. - Newark, NJ : School of Management, New Jersey Institute of Technology, ISSN 1063-343X, ZDB-ID 1193519-4. - Vol. 19.2013, 1, p. 52-70
|
Subject: | volatility | GARCH models | forecasts | BRIC countries | Volatilität | Volatility | BRICS-Staaten | BRICS countries | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market |
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