Time‐varying volatility modelling of Baltic stock markets
As time‐varying volatility has found applications in roughly all time series modelling in economics, it largely draws attention in the areas of financial markets. This study also examines the characteristics of conditional volatility in the Baltic Stock Markets (Estonia, Latvia and Lithuania) by usi...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Vilnius Gediminas Technical University
2010-09-01
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| Series: | Journal of Business Economics and Management |
| Subjects: | |
| Online Access: | https://journals.vgtu.lt/index.php/JBEM/article/view/5869 |