Analysis of the Relationship between Market Volatility and Firms Volatility on the Polish Capital Market
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More about this item
Keywords
ARFIMAX-FIGARCH; firm volatility; market volatility; subprime crisis; Warsaw Stock Exchange;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- D40 - Microeconomics - - Market Structure, Pricing, and Design - - - General
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
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