The day-of-the-week effect on global stock market volatility after a market shock
Year of publication: |
2024
|
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Authors: | Kang, Taehyeon ; Cho, Eunyoung |
Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 31.2024, 8, p. 696-701
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Subject: | COVID-19 pandemic | Day-of-the-week effect | market risk management | market shock | stock market volatility | Aktienmarkt | Stock market | Kalendereffekt | Calendar effect | Coronavirus | Börsenkurs | Share price | Schock | Shock | Volatilität | Volatility | ARCH-Modell | ARCH model | Schätzung | Estimation |
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