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Stock market volatility and public information flow : a non-linear perspective

Bertelsen, Kristoffer Pons; Borup, Daniel; Jakobsen, … - In: Economics letters 204 (2021), pp. 1-5

Persistent link: https://www.econbiz.de/10012607808

Determinism and non-linear behaviour of log-return and conditional volatility : empirical analysis for 26 stock markets

Dhifaoui, Zouhaier - In: South Asian journal of macroeconomics and public finance 11 (2022) 1, pp. 69-94

Persistent link: https://www.econbiz.de/10013256597

Empirical investigation of select NSE sector specific indices to ascertain seasonality & asymmetries in their return & volatility

Shahani, Rakesh; Sharma, Ananya - In: Business analyst : a refereed journal of Shri Ram … 41 (2020) 1, pp. 55-80

Persistent link: https://www.econbiz.de/10013177289

Estimating Fluctuating Volatility Time Series Returns for a Cluster of International Stock Markets : A Case Study for Switzerland, Austria, China and Hong Kong

BADARLA, Suresh; NATHWANI, Bharti; Trivedi, Jatin; … - 2022

The major aim of this empirical study is to estimate the volatility time series returns for a cluster of international stock markets, such as: Switzerland, Austria, China and Hong Kong. The paper demonstrates statistical modeleling in order to capture volatility clusters and changes in long and...

Persistent link: https://www.econbiz.de/10013290005