Application of modified GARCH methodology: developed financial markets versus emerging financial markets
The subject of this research is to analyze and test the modified GARCH methodology in terms of quantifying the impact of inflation rates, interest rates on government bonds, reference interest rates, and exchange rates on daily rates of return on investment activities in the observed financial marke...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
University in Belgrade
2020-11-01
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| Series: | Serbian Journal of Management |
| Subjects: | |
| Online Access: | https://aseestant.ceon.rs/index.php/sjm/article/view/20566/16158 |