Volatility Persistence and Shock Absorption Capacity of the Malaysian Stock Market
dc.contributor.author | Elshareif, Elgilani Eltahir | |
dc.contributor.author | Kabir, Muhammed | |
dc.date.accessioned | 2022-04-08T06:22:07Z | |
dc.date.available | 2022-04-08T06:22:07Z | |
dc.date.copyright | © 2017 | |
dc.date.issued | 2017 | |
dc.identifier.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 | en_US |
dc.identifier.isbn | 978-331943433-9 | |
dc.identifier.issn | 21987246 | |
dc.identifier.uri | http://hdl.handle.net/20.500.12519/530 | |
dc.identifier.uri | https://doi.org/10.1007/978-3-319-43434-6_61 | |
dc.language.iso | en | en_US |
dc.publisher | Springer Science and Business Media B.V. | en_US |
dc.relation | Authors Affiliations : Elshareif, E.E., Canadian University of Dubai, 117781, Dubai, United Arab Emirates; Kabir, M., Canadian University of Dubai, 117781, Dubai, United Arab Emirates, University of New Brunswick, Saint John, NB, Canada | |
dc.rights.holder | Copyright : © 2017, Springer International Publishing Switzerland. | |
dc.subject | EGARCH-M | en_US |
dc.subject | Malaysian stock market | en_US |
dc.subject | Shock absorption capacity | en_US |
dc.subject | Volatility persistence | en_US |
dc.title | Volatility Persistence and Shock Absorption Capacity of the Malaysian Stock Market | en_US |
dc.type | Conference Paper | en_US |
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