Month-of-the-year effect : empirical evidence from Indian stock market
Year of publication: |
2022
|
---|---|
Authors: | Elangovan, Rajesh ; Irudayasamy, Francis Gnanasekar ; Parayitam, Satyanarayana |
Published in: |
Asia Pacific financial markets. - [Erscheinungsort nicht ermittelbar] : Proquest, ISSN 1573-6946, ZDB-ID 2009834-0. - Vol. 29.2022, 3, p. 449-476
|
Subject: | ARIMA and GARCH | Calendar anomalies | KPSS test | Month-of-the-year effect | Indien | India | Börsenkurs | Share price | Kalendereffekt | Calendar effect | ARCH-Modell | ARCH model | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis |
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