A comparative GARCH analysis of macroeconomic variables and returns on modelling the Kurtosis of FTSE 100 implied volatility index

Alsheikhmubarak, Abdulilah Ibrahim; Giouvris, Evangelos

Please use this identifier to cite or link to this item: https://hdl.handle.net/11159/5504

Title:

A comparative GARCH analysis of macroeconomic variables and returns on modelling the Kurtosis of FTSE 100 implied volatility index

Journal:

Multinational finance journal

Authors:

Alsheikhmubarak, Abdulilah Ibrahim
Giouvris, Evangelos

e-ISSN:

1096-1879

Document Type:

Article

Year of Publication:

2018

Open Content License:

Original URL:

http://www.mfsociety.org/modules/modDashboard/uploadFiles/journals/MJ~0~p1djot83pv1i4fv2bs9lmh7niv4.pdf

Language:

English (eng)

Citation:

Alsheikhmubarak, Abdulilah Ibrahim/Giouvris, Evangelos (2018). A comparative GARCH analysis of macroeconomic variables and returns on modelling the Kurtosis of FTSE 100 implied volatility index. In: Multinational finance journal 22 (3/4), S. 119 - 172.
http://www.mfsociety.org/modules/modDashboard/uploadFiles/journals/MJ~0~p1djot83pv1i4fv2bs9lmh7niv4.pdf.

Appears in Collections:

Multinational finance journal

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