✦ LIBER ✦

Threshold Modelling of Stock Return Volatility on Eastern European Markets.

✍ Scribed by Kalvinder K. Shields

Book ID: 111528327
Publisher: Springer US
Year: 1997
Tongue: English
Weight: 711 KB
Volume: 30
Category: Article
ISSN: 1573-9414
DOI: 10.1023/a:1003007708074

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Stock Return Volatility on Emerging East

Stock Return Volatility on Emerging Eastern European Markets

✍ Kalvinder K. Shields 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 179 KB

Effects of soccer on stock markets: The

Effects of soccer on stock markets: The return–volatility relationship

✍ M. Hakan Berument; Nildag Basak Ceylan 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 226 KB

Modelling the volatility in East Europea

Modelling the volatility in East European emerging stock markets: evidence on Hungary and Poland

✍ Poshakwale, Sunil; Murinde, Victor 📂 Article 📅 2001 🏛 Taylor and Francis Group 🌐 English ⚖ 212 KB

A double-threshold GARCH model of stock

A double-threshold GARCH model of stock market and currency shocks on stock returns

✍ Yung-Lieh Yang; Chia-Lin Chang 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 491 KB

International integration of financial markets provides a channel for currency movements to affect stock prices. This paper applies a four-regime double-threshold GARCH (DTGARCH) model of stock market returns to investigate empirically the effects of daily currency movements on five stock market ret

Estimating stochastic volatility models

Estimating stochastic volatility models of stock returns in Chinese markets

✍ Shu Quan Lu; Shiyu Xie; Takao Ito 📂 Article 📅 2010 🏛 Springer Japan 🌐 English ⚖ 154 KB

Impact of oil price volatility on Gulf C

Impact of oil price volatility on Gulf Cooperation Council stock markets' return

✍ Onour, Ibrahim A. 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 276 KB