Empirical analysis of stock returns and volatility: evidence from Asian stock markets

Empirical analysis of stock returns and volatility: evidence from Asian stock markets

The objective of this research isto measure and examine volatilities among important stock markets of Asia and to ascertain a causal relation between volatility and stock returns. For this purpose six markets KSE100 (Karachi, Pakistan), BSE Sensex (Mumbai, India), NIKKEI 225 (Tokyo, Japan), Hang Se...

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Bibliographic Details
Main Authors: Nawaz Ahmad, Rizwan Raheem Ahmed, Jolita Vveinhardt, Dalia Streimikiene
Format: Article
Language:English
Published: Vilnius Gediminas Technical University 2016-11-01
Series:Technological and Economic Development of Economy
Subjects:
ARCH
GARCH
volatility
stock returns
Asian stock markets
LRAV
Online Access:http://journals.vgtu.lt/index.php/TEDE/article/view/785

Internet

http://journals.vgtu.lt/index.php/TEDE/article/view/785

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