Open AccessStock Price Volatility Modelling with Regimes in Conditional Mean and Variance
Author(s) -
Salami Abdulganiyu,
Timilehin John Olasehinde
Publication year - 2021
Publication title -
asian journal of economics business and accounting
Language(s) - English
Resource type - Journals
ISSN - 2456-639X
DOI - 10.9734/ajeba/2021/v21i230355
Subject(s) - volatility (finance) , volatility clustering , autoregressive conditional heteroskedasticity , econometrics , economics , stock market volatility , stock (firearms) , autoregressive model , stock market , volatility swap , forward volatility , volatility smile , volatility risk premium , financial economics , implied volatility , geography , context (archaeology) , archaeology
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom