Asymmetric volatility clustering, risk-return relationship and day of the week effects : evidence from nineteen stock markets
Year of publication: |
1999
|
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Authors: | Balaban, Ercan ; Bayar, Aslı ; Kan, Özgür Berk |
Publisher: |
Ankara |
Subject: | Volatilität | Volatility | Börsenkurs | Share price | Aktienindex | Stock index | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Theorie | Theory | Industrieländer | Industrialized countries | Kalendereffekt | Calendar effect | 1993-1998 |
Extent: | 41 S |
---|---|
Series: | Discussion paper. - Ankara : [Central Bank of the Republic of Turkey, Research Department], ZDB-ID 2949578-7. |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Literaturverz. S. 38 - 41 |
Source: | ECONIS - Online Catalogue of the ZBW |
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