Day of the week effect in emerging Asian stock markets : evidence from the GARCH model
Year of publication: |
2000
|
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Authors: | Choudhry, Taufiq |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 10.2000, 3, p. 235-242
|
Subject: | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Asien | Asia | Kalendereffekt | Calendar effect | 1990-1995 |
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