Investigating Volatility Dynamics of the Portugal Stock Market using FIGARCH Models
The act of modeling and forecasting stock market volatility has become essential to risk management practice; it has become one of the most prevalent subjects in financial econometrics and has been mainly and continuously used in the valuation of financial assets and the Value at Risk, as well as th...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Dunarea de Jos University of Galati
2023-12-01
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| Series: | Annals of Dunarea de Jos University. Fascicle I : Economics and Applied Informatics |
| Subjects: | |
| Online Access: | http://eia.feaa.ugal.ro/images/eia/2023_3/Kumar_Meher_Birau_Anand_Simion.pdf |