A Comparative GARCH Analysis of Macroeconomic Variables and Returns on FTSE 100 Implied Volatility Index Returns. / Alsheikhmubarak, Abdulilah; Giouvris, Evangelos.
43rd International Business Research Conference, Proceedings of : 13 - 15 July 2017, Ryerson University, Toronto, Canada. 2017.Research output: Chapter in Book/Report/Conference proceeding › Conference contribution
Final published version
Original language | English |
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Title of host publication | 43rd International Business Research Conference, Proceedings of |
Subtitle of host publication | 13 - 15 July 2017, Ryerson University, Toronto, Canada |
ISBN (Electronic) | 978-1-925488-42-5 |
Publication status | Published - 13 Jul 2017 |
ID: 28681684