4 results for volatility clustering.

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Keyword    volatility clustering

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Modelling the Effects of Trading Volume on Stock Return Volatility Using Conditional Heteroskedastic Models
Journal of Finance and Economics. 2018, 6(5), 193-200. DOI: 10.12691/jfe-6-5-5
Pub. Date: September 09, 2018Views: 2358Downloads: 1795
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Analysis of Asymmetric and Persistence in Stock Return Volatility in the Nairobi Securities Exchange Market Phases
Journal of Finance and Economics. 2016, 4(3), 63-73. DOI: 10.12691/jfe-4-3-1
Pub. Date: May 21, 2016Views: 9240Downloads: 7023Citations: 2
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Volatility Clustering, Leverage Effects and Risk-Return Trade-Off in the Nigerian Stock Market
Journal of Finance and Economics. 2019, 7(1), 1-13. DOI: 10.12691/jfe-7-1-1
Pub. Date: December 24, 2018Views: 1518Downloads: 1120
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A Comparative Performance of Conventional Methods for Estimating Market Risk Using Value at Risk
International Journal of Econometrics and Financial Management. 2017, 5(2), 22-32. DOI: 10.12691/ijefm-5-2-1
Pub. Date: April 26, 2017Views: 5099Downloads: 3584
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