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The impact of COVID-19 on S&P500 sector indices and FATANG stocks volatility: An expanded APARCH model
16 references·4 citing·30 second hop
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References

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  • 1987Modelling Financial Time Series.

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598 cited
  • 2020COVID-19 and stock market volatility: An industry level analysis544 cited
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    • 2025Exploring the dynamic nexus of traditional and digital assets in inflationary times: The role of safe havens, tech stocks, and cryptocurrencies72 cited
    • 2021COVID-19 Pandemic and Romanian Stock Market Volatility: A GARCH Approach40 cited
    • 2026Can Banking Intermediates Crowd Out Their High‐Tech Promising Successors? A Financial Stress Perspective37 cited
    • 2023A Real-Time GARCH-MIDAS model31 cited