Empirical analysis of Shenzhen stock market volatility risks after cancelling the ban on large-sized non-tradable shares based on GARCH-type models

Intelligent Systems and Decision Making for Risk Analysis and Crisis Response ◽

10.1201/b16038-84 ◽

2013 ◽

pp. 597-602

Keyword(s):

Stock Market ◽

Empirical Analysis ◽

Market Volatility ◽

Stock Market Volatility

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Empirical Analysis of the Impact of Foreign Institutional Investment on the Indian Stock Market Volatility during World Financial Crisis 2008-09

International Journal of Economics and Finance ◽

10.5539/ijef.v3n3p214 ◽

2011 ◽

Vol 3 (3) ◽

Author(s):

Hojatallah Goudarzi ◽

C.S. Ramanarayanan

Keyword(s):

Financial Crisis ◽

Stock Market ◽

Empirical Analysis ◽

Market Volatility ◽

Stock Market Volatility ◽

Institutional Investment ◽

Indian Stock Market ◽

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Do BRIC countries stock market volatility move together? An empirical analysis of using multivariate GARCH models

International Journal of Business and Emerging Markets ◽

10.1504/ijbem.2017.10004093 ◽

2017 ◽

Vol 9 (2) ◽

pp. 104

Author(s):

Naliniprava Tripathy

Keyword(s):

Stock Market ◽

Empirical Analysis ◽

Market Volatility ◽

Multivariate Garch ◽

Garch Models ◽

Stock Market Volatility ◽

Bric Countries ◽

Multivariate Garch Models

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Empirical Analysis of Chinese Stock Market Volatility Based on GARCH Models and Markov Switching Models

Proceedings of the 2019 4th International Conference on Social Sciences and Economic Development (ICSSED 2019) ◽

10.2991/icssed-19.2019.94 ◽

2019 ◽

Author(s):

Zou Na ◽

Zhu Jiahui ◽

Cai Yanli

Keyword(s):

Stock Market ◽

Empirical Analysis ◽

Markov Switching ◽

Market Volatility ◽

Garch Models ◽

Chinese Stock Market ◽

Stock Market Volatility ◽

Markov Switching Models ◽

Switching Models

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Mutual funds and stock market volatility: An empirical analysis of Asian emerging markets

Emerging Markets Review ◽

10.1016/j.ememar.2017.05.005 ◽

2017 ◽

Vol 31 ◽

pp. 176-192 ◽

Author(s):

Fiza Qureshi ◽

Ali M. Kutan ◽

Izlin Ismail ◽

Chan Sok Gee

Keyword(s):

Stock Market ◽

Emerging Markets ◽

Mutual Funds ◽

Empirical Analysis ◽

Market Volatility ◽

Stock Market Volatility ◽

Asian Emerging Markets

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Pension funds and stock market volatility: An empirical analysis of OECD countries

Journal of Financial Stability ◽

10.1016/j.jfs.2014.01.001 ◽

2014 ◽

Vol 11 ◽

pp. 92-103 ◽

Author(s):

Ashok Thomas ◽

Luca Spataro ◽

Nanditha Mathew

Keyword(s):

Stock Market ◽

Empirical Analysis ◽

Oecd Countries ◽

Pension Funds ◽

Market Volatility ◽

Stock Market Volatility

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Empirical Analysis of Stock Market Volatility using Implied volatility as a variable to GARCH Models

Effulgence-A Management Journal ◽

10.33601/effulgence.rdias/v16/ispl1/2018/article0.4 ◽

2018 ◽

Vol 16 (Spl1) ◽

pp. 1

Author(s):

Himani Arya ◽

Dinesh K Sharma

Keyword(s):

Stock Market ◽

Empirical Analysis ◽

Implied Volatility ◽

Market Volatility ◽

Garch Models ◽

Stock Market Volatility

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Do BRIC countries stock market volatility move together? An empirical analysis of using multivariate GARCH models

International Journal of Business and Emerging Markets ◽

10.1504/ijbem.2017.083353 ◽

2017 ◽

Vol 9 (2) ◽

pp. 104 ◽

Author(s):

Naliniprava Tripathy

Keyword(s):

Stock Market ◽

Empirical Analysis ◽

Market Volatility ◽

Multivariate Garch ◽

Garch Models ◽

Stock Market Volatility ◽

Bric Countries ◽

Multivariate Garch Models

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Derivative Trading and Stock Market Volatility: an Empirical Analysis

Adarsh Journal of Management Research ◽

10.21095/ajmr/2012/v5/i1/88264 ◽

2012 ◽

Vol 5 (1) ◽

pp. 25

Author(s):

P. K. Mishra

Keyword(s):

Stock Market ◽

Empirical Analysis ◽

Market Volatility ◽

Stock Market Volatility

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Estimating Emerging Stock Market Volatility Using Garch Family Models

Indian Journal Of Applied Research ◽

10.15373/2249555x/sept2013/99 ◽

2011 ◽

Vol 3 (9) ◽

pp. 331-333 ◽

Author(s):

Ramona Birău ◽

◽

Jatin Trivedi

Keyword(s):

Stock Market ◽

Market Volatility ◽

Stock Market Volatility ◽

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The Dynamics of Political Risk Rating and Stock Market Volatility

SSRN Electronic Journal ◽

10.2139/ssrn.2312161 ◽

2013 ◽

Author(s):

Muhammad Tahir Suleman

Keyword(s):

Stock Market ◽

Political Risk ◽

Market Volatility ◽

Stock Market Volatility ◽

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