Are stock market returns related to the weather effects? Empirical evidence from Taiwan
Year of publication: |
2006
|
---|---|
Authors: | Chang, Tsangyao ; Nieh, Chien-Chung ; Yang, Ming Jing ; Yang, Tse-Yu |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 364.2006, C, p. 343-354
|
Publisher: |
Elsevier |
Subject: | Stock market returns | Weather factors | Threshold model with the GJR-GARCH on error |
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