A study to examine time-varying effectiveness of stock returns on Tehran stock exchange
Year of publication: |
2013
|
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Authors: | SiamiNamini, Rahele ; RahnamaRoudposhti, Fereydoun ; Janani, Mohammad H. |
Published in: |
International journal of financial research. - Toronto : Sciedu Press, ISSN 1923-4023, ZDB-ID 2611282-6. - Vol. 4.2013, 2, p. 154-161
|
Subject: | weekend effect | monthly effect | seasonal effect | GARCH (1,1) model | GARCH-M model | modified GARCH (1,1) model | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Saisonale Schwankungen | Seasonal variations | Volatilität | Volatility | Börse | Bourse | Zeit | Time | Kalendereffekt | Calendar effect | Zeitreihenanalyse | Time series analysis | Aktienmarkt | Stock market |
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