全球指数在不同时区的整合与波动:一些证据

Q4 Business, Management and Accounting

Restaurant Business Pub Date : 2019-09-30 DOI:10.26643/rb.v118i9.8028

Dr.Madavi Eswara

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引用次数: 0

摘要

本文考察了价值不稳定性在七家证券交易所全球指数上的横向关联。本文利用位于不同时区的这七个国家的日常信息，利用包括印度指数在内的七个证券交易文件的开放和关闭对数回报，试图引起人们对非同步交换影响的密切性的关注。以2011年10月至2018年11月的1742个感知数据为例，采用多元指数一般自回归限制性异方差模型分析了不可预测性溢出的希特勒平衡效应。除了由于时区的影响，成本和不可预测性从一个市场溢出到另一个市场之外，测试结果还揭示了许多引人注目的现实，此外，从东部市场的邻近价值子印度文件开放成本来看，影响影响。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Integration & Volatility across Global Indices in different Time Zones: Some Evidence

This paper examines the association of value instability crosswise over Global Indices of seven securities exchanges. Utilizing every day information of these seven nations situated in various time zones, this paper attempts to call attention to the nearness of nonsynchronous exchanging impacts utilizing open and close logarithmic returns of seven securities exchange files including Indian Indexat the middle. The hilter kilter effect of unpredictability overflow is analyzed by a multivariate exponential general autoregressive restrictive heteroskedastic model utilizing an example of 1742 perceptions taken from Oct 2011 to November 2018. The test outcomes give out many fascinating actualities alongside cost and unpredictability overflow from one market to the next because of time zone impact and additionally, influence impact is seen from the eastern markets' nearby value child Indian file open cost.

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来源期刊

Restaurant Business Business, Management and Accounting-Tourism, Leisure and Hospitality Management

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期刊介绍： Restaurant Business is the leading media brand in the commercial foodservice industry, with a focus on entrepreneurship, innovation and growth. Restaurant Business understands the new state of media like no other, recognizing the importance and nuances of each, and helping you retrieve the information you need, wherever, whenever. Each product of Restaurant Business concisely shows growth-minded restaurateurs how to capitalize on trends, new concepts, changes in consumer tastes, new purchasing strategies and peers’ best practices. Our editors track ideas and trends as they develop within key channel segments including high-volume independents, multiunit operators, emerging chains and the top 100 chains, plus their top franchisees.