Narrow search
Showing 1 - 10 of 7,632
Cover Image
Measuring volatility persistence and risk in Southern and East African stock markets
Coffie, William - In: International journal of economics and business research 9 (2015) 1, pp. 23-36
Persistent link: https://www.econbiz.de/10011332918
Cover Image
Return and volatility linkages among G-7 and selected emerging markets
Bhuyan, Rafiq; Elian, Mohammad I.; Bagnied, Mohsen; … - In: International journal of economics and finance 7 (2015) 6, pp. 153-165
Persistent link: https://www.econbiz.de/10011335029
Cover Image
How can long memory in volatility be eliminated in portfolio optimization : an empirical evidence using copulas
Mzoughi, Hela; Mansouri, Fayçal - In: Journal of quantitative economics : official journal of … 11 (2013) 1/2, pp. 1-14
Persistent link: https://www.econbiz.de/10010338365
Cover Image
Modeling volatility in the Gambian exchange rates : an ARMA-GARCH approach
Marreh, Sambujang; Olubusoye, Olusanya E.; Kihoro, John M. - In: International journal of economics and finance 6 (2014) 10, pp. 118-128
Persistent link: https://www.econbiz.de/10010422149
Cover Image
Behaviour of stock return autocorrelation in the GCC stock markets
Chowdhury, Shah Saeed Hassan; Rahman, M. Arifur; … - In: Global business review 16 (2015) 5, pp. 737-746
Persistent link: https://www.econbiz.de/10011409651
Cover Image
An assessment of volatility and leverage effect before and during the period of Covid-19 : a study of selected international stock markets
Bhunia, Amalendu; Ganguly, Soumya - In: International journal of financial services management … 10 (2020) 2, pp. 113-127
Persistent link: https://www.econbiz.de/10012510344
Cover Image
Volatility spillover from institutional equity investments to Indian volatility index
Aggarwal, Vaibhav; Doifode, Adesh; Tiwary, Mrityunjay Kumar - In: International journal of management concepts and … 13 (2020) 3, pp. 173-183
Persistent link: https://www.econbiz.de/10012514596
Cover Image
Asymmetry and leverage with news impact curve perspective in Australian stock returns' volatility during COVID-19
Iqbal, Najam; Manzoor, Muhammad Saqib; Bhatti, Muhammad … - In: Journal of risk and financial management : JRFM 14 (2021) 7, pp. 1-15
than the GARCH model in estimating the volatility of the Australian stock returns. However, another interesting finding is …This paper studies the effect of COVID-19 on the volatility of Australian stock returns and the effect of negative and … positive news (shocks) by investigating the asymmetric nature of the shocks and leverage impact on volatility. We employ a …
Persistent link: https://www.econbiz.de/10012622818
Cover Image
The price of Bitcoin : GARCH evidence from high-frequency data
Ciaian, Pavel; Kancs, D'Artis; Rajcaniova, Miroslava - In: The journal of investment strategies 9 (2020) 4, pp. 1-18
Persistent link: https://www.econbiz.de/10012598972
Cover Image
A comparison of the stylised facts of Bitcoin, Ethereum and the JSE stock returns
Kaseke, Forbes; Ramroop, Shaun; Mhwambi, Henry - In: African finance journal 23 (2021) 2, pp. 50-64
Persistent link: https://www.econbiz.de/10013187356