Day of week effect : an empirical study for Indian Stock Markets
Vanitha Chawla and Manjula Shastri
| Year of publication: |
2023
|
|---|---|
| Authors: | Chawla, Vanitha ; Shastri, Manjula |
| Published in: |
International journal of business and globalisation : IJBG. - Genève [u.a.] : Inderscience Enterprises, ISSN 1753-3635, ZDB-ID 2435929-4. - Vol. 33.2023, 3, p. 326-343
|
| Subject: | day of week effect | GARCH (1,1) | stock market | volatility | Indien | India | Volatilität | Volatility | Aktienmarkt | Stock market | Börsenkurs | Share price | Schätzung | Estimation | ARCH-Modell | ARCH model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJBG.2023.129040 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014232807