Does seasonal pattern in Indian stock returns contain a unit root?
By Prabir Kumar Mohanty & B. Kamaiah
| Year of publication: |
2002
|
|---|---|
| Authors: | Mohanty, Prabir Kumar ; Kamaiah, Bandi |
| Published in: |
Indian journal of economics & business : IJEB. - New Delhi : Serials Publ., ISSN 0972-5784, ZDB-ID 2136804-1. - Vol. 1.2002, 2, p. [207]-219
|
| Subject: | Saisonale Schwankungen | Seasonal variations | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Einheitswurzeltest | Unit root test | ARCH-Modell | ARCH model | Indien | India |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Literaturverz. S. 218 - 219 |
| Source: | ECONIS - Online Catalogue of the ZBW |
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