[HTML][HTML] Stock market volatility and return analysis: A systematic literature review
R Bhowmik, S Wang - Entropy, 2020 - mdpi.com
In the field of business research method, a literature review is more relevant than ever. Even
though there has been lack of integrity and inflexibility in traditional literature reviews with …
though there has been lack of integrity and inflexibility in traditional literature reviews with …
[PDF][PDF] Testing the conditional volatility of saudi arabia stock market: Symmetric and asymmetric autoregressive conditional heteroskedasticity (garch) approach
JA Alzyadat, AA Abuhommous… - Academy of Accounting …, 2021 - researchgate.net
The study aims to investigate the presence of conditional volatility in the Saudi Arabia stock
market returns. The daily closing equity market price indices for Saudi stock exchange …
market returns. The daily closing equity market price indices for Saudi stock exchange …
The Evolution of Indian Journal of Finance-a Retrospective Review and Future Directions
S Ledwani, S Chakraborty - 2022 - gnanaganga.inflibnet.ac.in
Indian Journal of Finance (IJF) is one of the most prominent research sources in finance,
with a rapidly growing popularity in India and throughout the globe. On the journals 15th …
with a rapidly growing popularity in India and throughout the globe. On the journals 15th …
An assessment of volatility and leverage effect before and during the period of Covid-19: a study of selected international stock markets
This research work assesses the volatility and leverage effect of the selected stock markets
before and during the outburst of the Covid-19 of the selected international stock markets …
before and during the outburst of the Covid-19 of the selected international stock markets …
Asymmetric Volatility in Stock Market: Evidence from Selected Export-based Countries
H Gupta - The Indian Economic Journal, 2024 - journals.sagepub.com
In a country, the financial markets depend on several economic factors. One of these
important factors is the export of the country. The stock index of the country tends to be …
important factors is the export of the country. The stock index of the country tends to be …
Volatility spillover among the sectoral indices of the Indian capital market: Evidence from the COVID Period
Purpose: The study aimed to empirically investigate the asymmetric volatility spillover
relationship among the sectors of the Indian capital market during the COVID-19 period …
relationship among the sectors of the Indian capital market during the COVID-19 period …
Exploring the asymmetric price behavior of health care and pharma sector stocks of NSE in the pandemic period
M Muthukamu, S Amutha… - Indian Journal …, 2024 - indianjournalofentrepreneurship …
Purpose: Our research aimed to gain insights into the impact of COVID-19 on the price
behavior of healthcare and pharmaceutical sector stocks in the Indian equity market …
behavior of healthcare and pharmaceutical sector stocks in the Indian equity market …
[PDF][PDF] Dynamic connection between macroeconomic variables and sectoral stock returns: Evidence from India.
The present study attempts to assess the impact of institutional investments, foreign direct
investment, index of industrial production, interest rate, inflation rate, exchange rate, gold …
investment, index of industrial production, interest rate, inflation rate, exchange rate, gold …
The causal relationship between volatility in crude oil price, exchange rate, and stock price in India: GARCH estimation of spillover effects
T Lakshmanasamy - Indian Journal of Research in …, 2022 - indianjournalofmarketing.com
The macroeconomic variable: crude oil price, gold price, exchange rate, inflation, and stock
returns are highly volatile and are highly correlated to each other. The volatility in one …
returns are highly volatile and are highly correlated to each other. The volatility in one …
[HTML][HTML] Generalized Asymmetric Correntropy for Robust Adaptive Filtering: A Theoretical and Simulation Study
H Qu, M Wang, J Zhao, S Zhao, T Li, P Yue - Remote Sensing, 2022 - mdpi.com
Correntropy has been proved to be effective in eliminating the adverse effects of impulsive
noises in adaptive filtering. However, correntropy is not desirable when the error between …
noises in adaptive filtering. However, correntropy is not desirable when the error between …