SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Stock returns volatility in the Tokyo stock exchange · Study

ArticleShelves

ArticleStock returns volatility in the Tokyo stock exchange

Unknown author1991

OA

Articlegreen1991

Stock returns volatility in the Tokyo stock exchange

Unknown author

87 citations·0/0 files stored·Japan and the World Economy

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Stochastic processes and financial applications

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 87 citations exist upstream.

References

1986Generalized autoregressive conditional heteroskedasticity 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1965The Behavior of Stock-Market Prices 1963The Variation of Certain Speculative Prices 1997The variation of certain speculative prices 1987A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return 1987Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model 1990Correlations in Price Changes and Volatility across International Stock Markets

Cited by

1996An evaluation of volatility forecasting techniques 2016Modelling and Estimation of Volatility Using ARCH/GARCH Models in Jordan’s Stock Market 2004Daily volatility forecasts: reassessing the performance of GARCH models 2015Forecasting stock market volatility using Realized GARCH model: International evidence 2005Forecasting volatility 1997

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

1992ARCH modeling in financearticle · 10 shared references 1994Chapter 49 Arch modelschapter · 9 shared references 1991Asymmetric Predictability of Conditional Variancesarticle · 9 shared references 2007Volatility modelling and forecasting in financechapter · 9 shared references 19965 Stochastic volatilitychapter · 8 shared references 1996Statistical aspects of ARCH and stochastic volatilitychapter · 8 shared references

Details

Year1991

Typearticle

Published1991-11-01

VenueJapan and the World Economy

ISSN-L0922-1425

Languageen

Citations87

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

Identifiers

doi10.1016/0922-1425(91)90011-z

openalex_workW2012146620

Links

Imported from OpenAlex (CC0) — nothing here is generated.

An examination of the effects of major political change on stock market volatility: the South African experience

2006Forecasting stock market volatility: Further international evidence

2014Determinants of tourism hotel profitability in Tunisia