Volatility Persistence and Shock Absorption Capacity of the Malaysian Stock Market
Date
2017
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Publisher
Springer Science and Business Media B.V.
Abstract
Description
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Conference Paper
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Keywords
EGARCH-M, Malaysian stock market, Shock absorption capacity, Volatility persistence
Citation
Elshareif, E.E. & Kabir, M. (2017). Volatility Persistence and Shock Absorption Capacity of the Malaysian Stock Market. Paper presented at the Springer Proceedings in Business and Economics, 699 - 704. https://doi.org/10.1007/978-3-319-43434-6_61