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date (oldest first)
1
The predictability,
volatility
persistence, and leverage effects in stock market returns : a study of BRICS stock market indices
Joo, Bashir Ahmad
;
Ghulam, Younis Ahmed
- In:
American journal of finance and accounting
7
(
2023
)
3/4
,
pp. 188-213
Persistent link: https://www.econbiz.de/10014490945
Saved in:
2
Modeling time-varying correlations in
volatility
between BRICS and commodity markets
Kang, Sang Hoon
;
McIver, Ron
;
Yoon, Seong-min
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
7/9
,
pp. 1698-1723
Persistent link: https://www.econbiz.de/10011594437
Saved in:
3
Dynamics of
volatility
behaviour and transmission : evidences from BRICS countries
Narula, Isha
- In:
Decision
43
(
2016
)
1
,
pp. 31-51
Persistent link: https://www.econbiz.de/10011534256
Saved in:
4
Risk spillovers and portfolio management between developed and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 133-155
Persistent link: https://www.econbiz.de/10011878945
Saved in:
5
Information transmission and dynamics of stock price movements : an empirical analysis of BRICS and US stock markets
Bhuyan, Rafiqul
;
Robbani, Mohammad G.
;
Talukdar, Bakhtear
; …
- In:
International review of economics & finance : IREF
46
(
2016
),
pp. 180-195
Persistent link: https://www.econbiz.de/10011626744
Saved in:
6
Stock market
volatility
and anomalies in India : a behavioural approach
Siddiqui, Taufeeque Ahmad
;
Narula, Isha
- In:
Asia-Pacific journal of management research and …
12
(
2016
)
3/4
,
pp. 194-202
Persistent link: https://www.econbiz.de/10011785023
Saved in:
7
The asymmetry and
volatility
of the Chinese stock market caused by the "New National Ten"
Tsai, Jui-Jung
;
Wang, Yang-Chao
;
Weng, Kehuang
- In:
Emerging markets finance & trade : a journal of the …
51
(
2015
),
pp. 86-98
Persistent link: https://www.econbiz.de/10011603392
Saved in:
8
Football and stock market performance correlation : evidence from Italy
Botoc, Claudiu
;
Mihancea, Eugen
;
Molcut, Alin
- In:
Scientific Annals of Economics and Business
66
(
2019
)
4
,
pp. 525-539
Persistent link: https://www.econbiz.de/10012405926
Saved in:
9
Volatility
analysis based on
GARCH
-type models : evidence from the Chinese stock market
Wang, Yuling
;
Xiang, Yunshuang
;
Lei, Xinyu
;
Zhou, Yucheng
- In:
Economic research
35
(
2022
)
1,3
,
pp. 2530-2554
Persistent link: https://www.econbiz.de/10014382202
Saved in:
10
Comparison of
GARCH
and ANN model for forecasting
volatility
: Evidence based on Indian stock markets
Shaik, Muneer
;
Sejpal, Aditya
- In:
The journal of prediction markets
14
(
2020
)
2
,
pp. 103-121
Persistent link: https://www.econbiz.de/10012667736
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