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- W2258114437 abstract "This paper fits Generalized Auto-Regressive Conditional Heteroskedasticity (GARCH) models of the daily closing stock market indices of five countries (UK, US, Japan, Singapore and India) for the period January 2000 to December 2010 because of global economic downturn, to compute timevarying weights associated with the volatilities of individual indices. These weights and the respective stock market returns were then used to determine the common component of stock market indices. Then, the All Share Price Index (ASPI) is compared with the common component." @default.
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- W2258114437 date "2012-01-01" @default.
- W2258114437 modified "2023-09-23" @default.
- W2258114437 title "Comparative Study of Global Stock Market Volatility with an Emerging Economy" @default.
- W2258114437 hasPublicationYear "2012" @default.
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