A Comparative GARCH Analysis of Macroeconomic Variables and Returns on FTSE 100 Implied Volatility Index Returns.

Abdulilah Alsheikhmubarak, Evangelos Giouvris

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Original language	English
Title of host publication	International Business Academics Consortium
Publication status	Published - 24 Jan 2018
Event	2018 International Conference on Business and Information - Winter Session - Okinawa, Japan Duration: 23 Jan 2018 → 25 Jan 2018

Conference	2018 International Conference on Business and Information - Winter Session
Country/Territory	Japan
City	Okinawa
Period	23/01/18 → 25/01/18

Cite this

@inproceedings{0bf62823bd9a4cd69081a01987bd757f,

title = "A Comparative GARCH Analysis of Macroeconomic Variables and Returns on FTSE 100 Implied Volatility Index Returns.",

author = "Abdulilah Alsheikhmubarak and Evangelos Giouvris",

year = "2018",

month = jan,

day = "24",

language = "English",

booktitle = "International Business Academics Consortium",

note = "2018 International Conference on Business and Information - Winter Session ; Conference date: 23-01-2018 Through 25-01-2018",

}

TY - GEN

T1 - A Comparative GARCH Analysis of Macroeconomic Variables and Returns on FTSE 100 Implied Volatility Index Returns.

AU - Alsheikhmubarak, Abdulilah

AU - Giouvris, Evangelos

PY - 2018/1/24

Y1 - 2018/1/24

M3 - Conference contribution

BT - International Business Academics Consortium

T2 - 2018 International Conference on Business and Information - Winter Session

Y2 - 23 January 2018 through 25 January 2018

ER -