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Forecasting the realized volatility of stock markets with financial stress

Guo, Chuan; Feng, Yiyun - In: Journal of risk 25 (2022) 1, pp. 23-48

Persistent link: https://www.econbiz.de/10013549680

Managing portfolio risk during crisis times : a dynamic conditional correlation perspective

Zhang, Hanyu; Dufour, Alfonso - In: The quarterly review of economics and finance 94 (2024), pp. 241-251

Persistent link: https://www.econbiz.de/10014494675

Structural change in the correlation, return and volatility spillovers : evidence from the oil, stock and exchange rate markets in the United States

Su, Jung-bin - In: Economic research 35 (2022) 1,6, pp. 6918-6944

Persistent link: https://www.econbiz.de/10014428554

Persistent stock market returns volatility in emerging capital markets as evidenced in Tanzania

Mwidege, Asheri - In: African journal of economic and sustainable development 8 (2021) 3, pp. 230-238

Persistent link: https://www.econbiz.de/10012594260

Volatility clustering and persistence during COVID-19 : evidence of asymmetric volatility in the Asia-Pacific stock markets

Pandey, Dharen Kumar; Kumari, Vineeta - In: International journal of financial services management … 11 (2022) 3, pp. 232-244

Persistent link: https://www.econbiz.de/10014311761

Volatility in international stock markets : an empirical study during COVID-19

Chaudhary, Rashmi; Bakhshi, Priti; Gupta, Hemendra - In: Journal of risk and financial management : JRFM 13 (2020) 9/208, pp. 1-17

Predicting volatility is a must in the finance domain. Estimations of volatility, along with the central tendency … research is to analyze the influence of COVID-19 on the return and volatility of the stock market indices of the top 10 … countries based on GDP using a widely applied econometric model-generalized autoregressive conditional heteroscedasticity (GARCH …

Persistent link: https://www.econbiz.de/10012384430

The financial crisis of 2008 and stock market volatility : analysis and impact on emerging economies pre and post crisis

Rastogi, Shailesh - In: Afro-Asian Journal of Finance and Accounting : AAJFA 4 (2014) 4, pp. 443-459

Persistent link: https://www.econbiz.de/10011457448

Volatility nexus between Stock Market and macroeconomic variables in Bangladesh : an extended GARCH approach

Hasan, Md. Abu; Zaman, Anita - In: Scientific Annals of Economics and Business 64 (2017) 2, pp. 233-243

Persistent link: https://www.econbiz.de/10011865998

Impacts of global-economic-policy uncertainty on emerging stock market : evidence from linear and non-linear models

Mohammad Enamul Hoque; Mohd Azlan Shah Zaidi - In: Prague economic papers : a bimonthly journal of … 29 (2020) 1, pp. 53-66

Persistent link: https://www.econbiz.de/10012593365

Which model performs better while forecasting stock market volatility? : answer for Dhaka Stock Exchange (DSE)

Abdullah, S. M.; Kabir, Mohammod Akbar; Jahan, Kawsar; … - In: Theoretical economics letters 8 (2018) 14, pp. 3203-3222

Persistent link: https://www.econbiz.de/10011955144