Effect of Disasters on Stock PricesAviation incidents of Malaysia Airlines

来源 :中国系统工程学会服务系统工程分会2016服务系统工程会议暨2016 风险分析学术研讨会 | 被引量 : 0次 | 上传用户:uan998
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  With the ascendance of information technology,external contingencies can be readily transferred to financial markets through the Internet within a short period.This study investigates how Malaysia Airlines crash incidents affect the stock market using an AR-GARCH model.
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