Deterministic Seasonal Volatility in a Small and Integrated Stock Market: The Case of Sweden.
Year of publication: |
2000
|
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Authors: | Berg, Lennart |
Publisher: |
Uppsala : Uppsala University, Department of Economics |
Subject: | Aktienmarkt | Saisonschwankung | Volatilität | ARCH-Modell | Schweden | Markteffizienz | Stock market | market efficiency | GARCH modelling | deterministic seasonal volatility |
Series: | Working Paper ; 2000:9 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 877719195 [GVK] hdl:10419/82856 [Handle] RePEc:hhs:uunewp:2000_009 [RePEc] |
Classification: | G14 - Information and Market Efficiency; Event Studies |
Source: |
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Deterministic seasonal volatility in a small and integrated stock market : the case of Sweden
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