Volatility experience of major world stock markets
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- Neifar, Malika, 2020. "Multivariate GARCH Approaches: case of major sectorial Tunisian stock markets," MPRA Paper 99658, University Library of Munich, Germany.
- Abayomi Oredegbe & Oye Abioye, 2022. "Stock Market Volatility and Persistence: Evidence from High-Income and Middle-Income Economies," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 14(8), pages 1-56, August.
- Lorraine Muguto & Paul-Francois Muzindutsi, 2022. "A Comparative Analysis of the Nature of Stock Return Volatility in BRICS and G7 Markets," JRFM, MDPI, vol. 15(2), pages 1-27, February.
- Noorshanaaz Khodabaccus & Aslam A. E. F. Saib, 2024. "volatilityforecastingpackage: A Financial Volatility Package in Mathematica," Computational Economics, Springer;Society for Computational Economics, vol. 63(6), pages 2307-2324, June.
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Keywords
stock market; risk; volatility; asymmetries; leverage effect; impact curves.;All these keywords.
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