Zobrazeno 1 - 10
of 36
pro vyhledávání: '"JATIN TRIVEDI"'
Publikováno v:
Annals of Dunarea de Jos University. Fascicle I : Economics and Applied Informatics, Vol 29, Iss 1, Pp 5-11 (2023)
The main aim of this research paper is to conduct a comparative empirical study on the behavior of the stock markets in Italy and Poland. In this sense, it is examined the presence of volatility patterns using GARCH family models for the sample perio
Externí odkaz:
https://doaj.org/article/6086393963e2424da10fb7c78fd837bc
Autor:
JATIN TRIVEDI, Associate Professor, Ph.D, CRISTI SPULBAR, Professor Ph.D, RACHANA BAID, Professor Ph.D, RAMONA BIRAU, Lecturer Ph.D, ANCA IOANA IACOB (TROTO), PhD student
Publikováno v:
Analele Universităţii Constantin Brâncuşi din Târgu Jiu : Seria Economie, Iss 1, Pp 6-15 (2023)
This study examines changes in volatility clusters and volatility patterns using GARCH class models in the Netherlands stock market in the context of the COVID-19 pandemic and global financial crisis (GFC) pandemic. The movement pattern of the AEX
Externí odkaz:
https://doaj.org/article/be45dd5bfbb6444fa99fd92eaf505401
Autor:
CRISTI SPULBAR, Professor Ph.D, RAMONA BIRAU, Lecturer Ph.D, IQBAL THONSE HAWALDAR, Professor Ph.D, JATIN TRIVEDI, Associate Professor, Ph.D, ANCA IOANA IACOB (TROTO), PhD student
Publikováno v:
Analele Universităţii Constantin Brâncuşi din Târgu Jiu : Seria Economie, Iss 1, Pp 134-146 (2023)
The recent global pandemic impacted stock markets worldwide, including developed and emerging markets. This paper investigates changes in volatility from a sample of daily returns ofFTSE100, DAX and CAC for the UK, Germany, and France, respectively
Externí odkaz:
https://doaj.org/article/504c3778a5d64abc99f0cbb824026aba
Publikováno v:
Analele Universităţii Constantin Brâncuşi din Târgu Jiu : Seria Economie, Iss 6, Pp 4-10 (2022)
The purpose of this article is to concentrate on the stylized data in the financial series of the major index DAX of the German stock market. Moreover, we investigated the effects of positive and negative news on the volatility of the stock market
Externí odkaz:
https://doaj.org/article/7bcea17c4f9e4342bcd92c6c0bda6437
Publikováno v:
Scientific Annals of Economics and Business, Vol 69, Iss 4, Pp 599-613 (2022)
This paper estimates NIFTY index from Indian stock market by considering a cluster of MSCI European, Middle East and Asian stock market indices. In the forecasting process, we obtain group of independent variables to test its relative impact over dep
Externí odkaz:
https://doaj.org/article/902846f8de54454ebec6f431b16b18b2
Publikováno v:
Investment Management & Financial Innovations, Vol 19, Iss 1, Pp 262-273 (2022)
This paper investigates volatility spillovers in the stock market in Japan during the COVID-19 pandemic by using GARCH family models. The empirical analysis is focused on the dynamics of the NIKKEI 225 stock market index during the sample period from
Externí odkaz:
https://doaj.org/article/b2cc932fb054447e82c4aacb336a9bfd
Publikováno v:
Business, Management and Economics Engineering, Vol 19, Iss 1, Pp 70-90 (2021)
Purpose – This article examines volatility spillovers, cross-market correlation, and comovements between selected developed and former communist emerging stock markets in the European Union. Modelling the behavioural dynamics of European stock mark
Externí odkaz:
https://doaj.org/article/aa77b5fc48af4b5a91b185992db97484
Publikováno v:
Ovidius University Annals: Economic Sciences Series, Vol XXI, Iss 1, Pp 691-696 (2021)
This study evaluates performance of Indian index considering NIFTY MIDCAP 50 index daily series returns. Autoregressive model EGARCH forecasts the volatility predictability and empirically analyze volatility pattern considering daily returns from NIF
Externí odkaz:
https://doaj.org/article/f3a70382ea2c4478bdee1d0b5a3c38ce
Publikováno v:
Ovidius University Annals: Economic Sciences Series, Vol XXI, Iss 2, Pp 1166-1171 (2021)
The main aim of this empirical study is to examine short and long run volatility movements based on a case study for Norwegian Stock Market, i.e. Oslo Stock Exchange. The econometric framework includes a series of statistical tests, ARIMA models and
Externí odkaz:
https://doaj.org/article/9dc19a1cedf8468d8db87b5f62a2b3b4
Publikováno v:
Journal of Business Economics and Management, Vol 21, Iss 6, Pp 1561-1592 (2020)
The main aim of this paper is to investigate volatility spillover effects, the impact of past volatility on present market movements, the reaction to positive and negative news, among selected financial markets. The sample stock markets are geographi
Externí odkaz:
https://doaj.org/article/1275b76328344165a7fbb1f304747fb2