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Determining Historical Volatility in Emerging Markets Using Advanced GARCH Models
SSRN Electronic Journal
◽
10.2139/ssrn.2140647
◽
2012
◽
Author(s):
Bhaskar Sinha
Keyword(s):
Emerging Markets
◽
Garch Models
Download Full-text
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References
On Historical Volatility in Emerging Markets Using Advanced GARCH Models
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10.2139/ssrn.3093469
◽
2012
◽
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Bhaskkar Sinha
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Stock returns in emerging markets and the use of GARCH models
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◽
10.1080/13504851.2010.537615
◽
2011
◽
Vol 18
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pp. 1321-1325
◽
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Claudio A. Bonilla
◽
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◽
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◽
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Building Strategic Capabilities in Emerging Markets
10.1017/9781108565240
◽
2020
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Strategic Capabilities
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Hedge Funds in Emerging Markets
10.1017/cbo9780511493331
◽
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Macroeconomics in Emerging Markets
10.1017/cbo9780511615870
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2003
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Acquisition Strategies in European Emerging Markets
10.1057/9780230286542
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2007
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Cited By ~ 8
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Acquisition Strategies
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Marketing in the Emerging Markets of Latin America
10.1057/9780230511859
◽
2005
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Marin Marinov
Keyword(s):
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◽
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Business Practices in Emerging and Re-Emerging Markets
10.1057/9780230611016
◽
2008
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Cited By ~ 2
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Satyendra Singh
Keyword(s):
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◽
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Marketing in the Emerging Markets of Islamic Countries
10.1057/9780230626287
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2007
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Emerging Markets
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Islamic Countries
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Financial Globalization and Democracy in Emerging Markets
10.1057/9780333994894
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