Narrow search
Showing 1 - 10 of 135,546
Cover Image
GARCH based VaR estimation : an empirical evidence from BRICS stock markets
Guptha, Sivakiran; Rao, R. Prabhakar - In: Theoretical and applied economics : GAER review 26 (2019) 4/621, pp. 201-218
Persistent link: https://www.econbiz.de/10012432615
Cover Image
Timescale-dependent stock market comovement : BRICs vs. developed markets
Lehkonen, Heikki; Heimonen, Kari - In: Journal of empirical finance 28 (2014), pp. 90-103
Persistent link: https://www.econbiz.de/10011285085
Cover Image
Impact of the FII's Indian equity investment behavior on the BRIC countries' stock market volatility during the Subprime Crisis : an empirical investigation
Amanjot Singh; Kaur, Parneet - In: Journal of academic research in economics 6 (2014) 3, pp. 336-349
Persistent link: https://www.econbiz.de/10011348110
Cover Image
Similarity of emerging market returns under changing market conditions : markets in the ASEAN-4, Latin America, Middle East, and BRICs
Lyócsa, Štefan; Baumöhl, Eduard - In: Economic systems 39 (2015) 2, pp. 253-268
Persistent link: https://www.econbiz.de/10011527515
Cover Image
Conditional Heteroskedasticity in Long Memory Model 'FIMACH' for Return Volatilities in BRICS Equity Markets
Mollah, Sabur - 2015
This paper introduces a new class of long memory model for volatility of stock returns, and applies the model on …
Persistent link: https://www.econbiz.de/10013017294
Cover Image
Modelling stock market volatility using asymmetric GARCH models : evidence from BRICS stock markets
Siddiqui, Ayesha; Shamim, Mohd - In: Global business & economics review 30 (2024) 1, pp. 107-127
Persistent link: https://www.econbiz.de/10014491085
Cover Image
Commonality in BRICS stock markets' reaction to global economic policy uncertainty : evidence from a panel GARCH model with cross sectional dependence
Mamman, Suleiman O.; Wang, Zhanqin; Iliyasu, Jamilu - In: Finance research letters 55 (2023) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10014473256
Cover Image
Volatility modeling and Value-at-Risk (VaR) forecasting of emerging stock markets in the presence of long memory, asymmetry, and skewed heavy tails
Gencer, Hatice Gaye; Demiralay, Sercan - In: Emerging markets finance & trade : a journal of the … 52 (2016) 1/3, pp. 639-657
Persistent link: https://www.econbiz.de/10011562539
Cover Image
Modeling and forecasting the volatility of NIFTY 50 using GARCH and RNN models
Mahajan, Vanshu; Thakan, Sunil; Malik, Aashish - In: Economies : open access journal 10 (2022) 5, pp. 1-20
become essential to manage risk in the Indian stock market, and volatility plays a critical part in assessing the risks of …, several scholars have lately been interested in forecasting stock market volatility. This study analyzed India VIX (NIFTY 50 … volatility index) to identify the behavior of the Indian stock market in terms of volatility and then evaluated the forecasting …
Persistent link: https://www.econbiz.de/10013199403
Cover Image
Predictability of return volatility across different emerging capital markets : evidence from Asia
Vidanage, Thushari N.; Carmignani, Fabrizio; Singh, Tarlok - In: South Asian journal of macroeconomics and public finance 6 (2017) 2, pp. 157-177
Persistent link: https://www.econbiz.de/10012153826