Volatility Persistence in International Financial Markets in The Post Covid-19 Era
The long-term behaviour of stock markets are of significant importance to asset managers and financial experts due to its direct link with security price valuation. Volatility persistence has a significant impact on the returns of security prices due to its time varying properties. However, there is...
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| Format: | Article |
| Language: | English |
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UUM Press
2023
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| Online Access: | https://repo.uum.edu.my/id/eprint/29662/1/IJBF%2018%2002%202023%2079-96.pdf https://doi.org/10.32890/ijbf2023.18.2.4 https://repo.uum.edu.my/id/eprint/29662/ https://e-journal.uum.edu.my/index.php/ijbf/issue/view/708 https://doi.org/10.32890/ijbf2023.18.2.4 |
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