Multivariate GARCH Modeling and Mean-VaR Analysis in the Presence of Non-normality: an Empirical Investigation of Emerging Stock Markets

2006 ◽  
Author(s):  
George M. Jabbour ◽  
Ying Zhang
Keyword(s):  
Stock Markets ◽  
Empirical Investigation ◽  
Multivariate Garch ◽  
Var Analysis ◽  
Emerging Stock Markets ◽  
Garch Modeling

scholarly journals Global and Regional Spillovers in Emerging Stock Markets: A Multivariate Garch-in-Mean Analysis

2009 ◽  
Author(s):  
John Beirne ◽  
Guglielmo Maria Caporale ◽  
Marianne Schulze-Ghattas ◽  
Nicola Spagnolo
Keyword(s):  
Stock Markets ◽  
Multivariate Garch ◽  
Emerging Stock Markets

scholarly journals Global and Regional Spillovers in Emerging Stock Markets: A Multivariate Garch-in-Mean Analysis

2009 ◽  
Author(s):  
John Beirne ◽  
Guglielmo Maria Caporale ◽  
Marianne Schulze-Ghattas ◽  
Nicola Spagnolo
Keyword(s):  
Stock Markets ◽  
Multivariate Garch ◽  
Emerging Stock Markets

scholarly journals Global and regional spillovers in emerging stock markets: A multivariate GARCH-in-mean analysis

2010 ◽  
Vol 11 (3) ◽  
pp. 250-260 ◽  
Author(s):  
John Beirne ◽  
Guglielmo Maria Caporale ◽  
Marianne Schulze-Ghattas ◽  
Nicola Spagnolo
Keyword(s):  
Stock Markets ◽  
Multivariate Garch ◽  
Emerging Stock Markets

Crises in Developed and Emerging Stock Markets

CFA Digest ◽  
1999 ◽  
Vol 29 (2) ◽  
pp. 61-63
Author(s):  
Laurie Effron
Keyword(s):  
Stock Markets ◽  
Emerging Stock Markets
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