Modelling the day-of-the-week effect in the Kuwait Stock Exchange : a nonlinear GARCH representation
Nabeel Al-Loughani and David Chappell
| Year of publication: |
2001
|
|---|---|
| Authors: | Loughani, Nabeel E. al ; Chappell, David |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 11.2001, 4, p. 353-359
|
| Subject: | Aktienindex | Stock index | Kalendereffekt | Calendar effect | ARCH-Modell | ARCH model | Kuwait | 1993-1997 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Applied financial economics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001594851