Equity market volatility behavior in Sri Lankan context

Colombo Stock Exchange (CSE) in Sri Lanka is at its first level of emerging markets. Volatility of emerging markets are considered to be high and characterized by complex features. Therefore, this study focusses on examining the volatility behavior of Colombo Stock Exchange with advanced econometric...

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Bibliographic Details
Main Authors: P. S. Morawakage, P. D. Nimal
Format: Article
Language:English
Published: Faculty of Commerce & Manangement Studies, University of Kelaniya 2016-09-01
Series:Kelaniya Journal of Management
Subjects:
Online Access:https://kjm.sljol.info/articles/7496