Stock price fluctuations and GARCH modelling of stock market indexes
The purpose of this paper is to show whether volatility clustering, as measured by the General autoregressive conditional heteroscedasticity - GARCH (1,1), can be explained by the information flow. The paper examines the stock indexes through several commonly used models: Zivot- Andrews unit root te...
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| Hovedforfatter: | |
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| Format: | Artigo |
| Sprog: | Búlgaro |
| Udgivet: |
Knowledge and business
2019-06-01
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| Serier: | Икономика и компютърни науки |
| Fag: | |
| Online adgang: | http://eknigibg.net/Volume5/Issue3/spisanie-br3-2019_pp.6-19.pdf |
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