A Comparative GARCH Analysis of Macroeconomic Variables and Returns on FTSE 100 Implied Volatility Index Returns. / Alsheikhmubarak, Abdulilah; Giouvris, Evangelos.

International Business Academics Consortium. 2018.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

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A Comparative GARCH Analysis of Macroeconomic Variables and Returns on FTSE 100 Implied Volatility Index Returns. / Alsheikhmubarak, Abdulilah; Giouvris, Evangelos.

International Business Academics Consortium. 2018.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Harvard

Alsheikhmubarak, A & Giouvris, E 2018, A Comparative GARCH Analysis of Macroeconomic Variables and Returns on FTSE 100 Implied Volatility Index Returns. in International Business Academics Consortium. 2018 International Conference on Business and Information - Winter Session, Okinawa, Japan, 23/01/18.

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BibTeX

@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",

}

RIS

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 -