Volatility Dynamics of the Tokyo Stock Exchange: A Sectoral Analysis based on the Multivariate GARCH Approach
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- Škrinjarić Tihana, 2015. "Measuring Dynamics of Risk and Performance of Sector Indices on Zagreb Stock Exchange," Croatian Review of Economic, Business and Social Statistics, Sciendo, vol. 1(1-2), pages 27-41, December.
- Škrinjarić Tihana & Šego Boško, 2016. "Dynamic Portfolio Selection on Croatian Financial Markets: MGARCH Approach," Business Systems Research, Sciendo, vol. 7(2), pages 78-90, September.
- Parul Bhatia & Priya Gupta, 2020. "Sub-prime Crisis or COVID-19: A Comparative Analysis of Volatility in Indian Banking Sectoral Indices," FIIB Business Review, , vol. 9(4), pages 286-299, December.
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This paper has been announced in the following NEP Reports:- NEP-ETS-2004-09-30 (Econometric Time Series)
- NEP-FIN-2004-09-30 (Finance)
- NEP-SEA-2004-09-30 (South East Asia)
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