MEASURING ASYMMETRIC VOLATILITY OF UK, FRANCE, AND GERMAN STOCK MARKETS
The recent global pandemic impacted stock markets worldwide, including developed and emerging markets. This paper investigates changes in volatility from a sample of daily returns ofFTSE100, DAX and CAC for the UK, Germany, and France, respectively. We test the fitness of GARCH (1, 1) to model the...
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| Autors principals: | , , , , |
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| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
Academica Brâncuşi
2023-02-01
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| Col·lecció: | Analele Universităţii Constantin Brâncuşi din Târgu Jiu : Seria Economie |
| Matèries: | |
| Accés en línia: | https://www.utgjiu.ro/revista/ec/pdf/2023-01/15_Spulbar.pdf |
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