Dynamics Of Stock Market Return Volatility: Evidence From The Daily Data Of India And Japan

Banamber Mishra; Matiur Rahman

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Dynamics Of Stock Market Return Volatility: Evidence From The Daily Data Of India And Japan

机译：股市收益波动的动力学：来自印度和日本的每日数据的证据

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This paper studies the dynamics of stock market return volatility of India and Japan. The TGARCH-M model is implemented. These markets are impacted asymmetrically by bad news and good news. The return volatility persists in both countries.

机译：本文研究了印度和日本股市收益波动的动态。 TGARCH-M模型已实现。这些市场受到坏消息和好消息的不对称影响。两国的回报率波动均持续。

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《International business & economics research journal》 |2010年第5期|共页
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Banamber Mishra; Matiur Rahman;
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6. Stock returns predictability and the adaptive market hypothesis in emerging markets: evidence from India [O] . Gourishankar S Hiremath, Jyoti Kumari -1

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7. Dynamics Of Stock Market Return Volatility: Evidence From The Daily Data Of India And Japan [O] . Banamber Mishra, Matiur Rahman 2010

机译：股市返回波动的动态：来自印度和日本的日常数据的证据

Dynamics Of Stock Market Return Volatility: Evidence From The Daily Data Of India And Japan

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