Empirical analysis of stock returns and volatility: evidence from Asian stock markets

The objective of this research isto measure and examine volatilities among important stock markets of Asia and to ascertain a causal relation between volatility and stock returns. For this purpose six markets KSE100 (Karachi, Pakistan), BSE Sensex (Mumbai, India), NIKKEI 225 (Tokyo, Japan), Hang Sen...

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מידע ביבליוגרפי

Principais autores:	Nawaz Ahmad, Rizwan Raheem Ahmed, Jolita Vveinhardt, Dalia Streimikiene
פורמט:	Artigo
שפה:	Inglês
יצא לאור:	Vilnius Gediminas Technical University 2016-11-01
סדרה:	Technological and Economic Development of Economy
נושאים:	ARCH GARCH volatility stock returns Asian stock markets LRAV
גישה מקוונת:	http://journals.vgtu.lt/index.php/TEDE/article/view/785
תגים:	הוספת תג אין תגיות, היה/י הראשונ/ה לתייג את הרשומה!