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...
Main Authors: | , |
---|---|
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 |