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Stock market volatility on shipping stock prices: GARCH models approach · Study

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ArticleStock market volatility on shipping stock prices: GARCH models approach

Siti Marsila Mhd Ruslan2021

Article2021

Stock market volatility on shipping stock prices: GARCH models approach

Siti Marsila Mhd Ruslan · Kasypi Mokhtar

28 citations·0/0 files stored·The Journal of Economic Asymmetries

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Financial Risk and Volatility Modeling Market Dynamics and Volatility COVID-19 Pandemic Impacts

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References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1986Generalized autoregressive conditional heteroskedasticity 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1988Testing for a Unit Root in Time Series Regression 1992Testing the null hypothesis of stationarity against the alternative of a unit root 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 2012The Econometrics of Financial Markets

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Details

Year2021

Typearticle

Published2021-10-28

VenueThe Journal of Economic Asymmetries

ISSN-L1703-4949

Languageen

Citations28

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.jeca.2021.e00232

openalex_workW3208666397

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