Risk and seasonal effects: international evidence
Year of publication: |
2013
|
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Authors: | Chen, Qiwei |
Published in: |
Journal of Chinese economic and business studies. - Abingdon : Routledge, ISSN 1476-5284, ZDB-ID 2109541-3. - Vol. 11.2013, 4, p. 299-311
|
Subject: | seasonal effect | January effect | market volatility | risk pricing | GARCH | Saisonale Schwankungen | Seasonal variations | Volatilität | Volatility | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Börsenkurs | Share price | Risiko | Risk | Aktienmarkt | Stock market |
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