Search Results

Search Results

• Time‐varying volatility modelling of Baltic stock markets

  Bora Aktan, Renata Korsakienė, Rasa Smaliukienė

  Abstract 886 | PDF Downloads 687 | DOI https://doi.org/10.3846/jbem.2010.25

  Page 511-532
  

  2010-09-30

• Lithuanian stock market analysis using a set of Garch models

  Deimantė Teresienė

  Abstract 853 | PDF Downloads 516 | DOI https://doi.org/10.3846/1611-1699.2009.10.349-360

  Page 349-360
  

  2009-12-31

• Sustainable investments: assessment of risks

  Ahmad Kaab Omeir, Dalia Štreimikienė, Deimantė Vasiliauskaitė

  Abstract 55 | PDF Downloads 22 | DOI https://doi.org/10.3846/jbem.2025.23782

  Page 576–598
  

  2025-06-13

• Investigating abnormal volatility transmission patterns between emerging and developed stock markets: a case study

  Cristi Spulbar, Jatin Trivedi, Ramona Birau

  Abstract 2725 | PDF Downloads 1839 | DOI https://doi.org/10.3846/jbem.2020.13507

  Page 1561-1592
  

  2020-10-01

• Volatility regimes of selected central European stock returns: a Markov switching GARCH approach

  Michaela Chocholatá

  Abstract 1092 | PDF Downloads 1385 | DOI https://doi.org/10.3846/jbem.2022.16648

  Page 876–894
  

  2022-07-13

• Impacts of macroeconomic variables on the stock market index in Poland: new evidence

  Yu Hsing, Wen-jen Hsieh

  Abstract 1400 | PDF Downloads 1525 | DOI https://doi.org/10.3846/16111699.2011.620133

  Page 334-343
  

  2012-04-05

• Investigation of forecasted risk interrelationship: base on GARCH model, causality in China markets

  Shu-Shian Lin

  Abstract 721 | PDF Downloads 505 | DOI https://doi.org/10.3846/16111699.2013.839474

  Page 853-861
  

  2014-11-27