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Stock Market Volatility: Examining North America, Europe and Asia · Study

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PreprintStock Market Volatility: Examining North America, Europe and Asia

Gamini Premaratne2003

OA

Preprintgreen2003

Stock Market Volatility: Examining North America, Europe and Asia

Gamini Premaratne · Lakshmi Balasubramanyan

24 citations·0/0 files stored·SSRN Electronic Journal

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Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Market Dynamics and Volatility

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References

1986Generalized autoregressive conditional heteroskedasticity 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1980Macroeconomics and Reality 1991Conditional Heteroskedasticity in Asset Returns: A New Approach 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks 1992ARCH modeling in finance 1993Measuring and Testing the Impact of News on Volatility 1989Why Does Stock Market Volatility Change Over Time?

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Details

Year2003

Typepreprint

Published2003-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations24

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.2139/ssrn.375380

openalex_workW1491339622

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