ANALYSIS OF VOLATILITY SPILLOVER OF PORTFOLIO RETURNS: EVIDENCE FROM PAKISTANI STOCK MARKET
Fauzia Mubarik, Attiya Yasmin Javid
- ISSN / E-ISSN
- 2223-5604 / 2313-7738
- DOI
- 10.56536/ijmres.v7i1.27 ↗
- Volume · Issue · Pages
- 7 · 1 · —
- Publisher
- The Superior University, Lahore
- Article URL
- https://doi.org/10.56536/ijmres.v7i1.27 ↗
- Article details
- Unverified
Publication date (each date has its type and source)
01 Jan 2017
OpenAlex publication date · source: OpenAlex
| Type | Date | Source |
|---|---|---|
| OpenAlex publication date | 01 Jan 2017 | OpenAlex |
Keywords (as given): Spillover effect; Portfolio; Economics; Volatility (finance); Econometrics; Financial economics; Stock (firearms); Leverage effect; Autoregressive conditional heteroskedasticity; Macroeconomics
HEC Status at Publication Not the journal's current status
HEC Status at PublicationNot conclusive
Historical status could not be conclusively determined.
- HEC status cannot be determined for this date: no HEC list is recorded as in effect on it.
Best available information, not a definitive status: HEC status cannot be determined for this date: no HEC list is recorded as in effect on it.
- Journal
- International Journal of Management Research and Emerging Sciences
- Publication date used
- 01 Jan 2017 (OpenAlex publication date)
- Applicable HEC period
- None recorded for this date
- Category
- —
- Recognition status
- Unknown (NO_PERIOD_FOR_DATE)
- Source
- —
- Verification status
- Not available
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