Browsing by Subject "TGARCH"

Now showing items 1-3 of 3

Equity Market Volatility Behavior in Sri Lankan Context

Morawakage, P.S.; Weerasinghe, W.D.J.D. (Faculty of Commerce and Management Studies, University of Kelaniya, 2015)

Colombo Stock Exchange (CSE) in Sri Lanka is at its first level of emerging markets. Volatility of emerging markets are considered to be high and characterized by complex features. Therefore, this study focusses on examining ...
Equity Market Volatility Behavior in Sri Lankan Context

Morawakage, P.S.; Nimal, P.D. (University of Kelaniya, 2015)

Colombo Stock Exchange (CSE) in Sri Lanka is at its first level of emerging markets. Volatility of emerging markets are considered to be high and characterized by complex features. Therefore, this study focusses on examining ...
Volatility Modeling and its Impact on Risk premium in Emerging markets

Morawakage, P.S. (2015)

This study examines different volatility models to capture the stock market volatility in two emerging markets Indonesia and Sri Lanka. Further the relationship between volatility and risk premium in both markets are ...

Now showing items 1-3 of 3

Search Digital Repository