The impact of stock incremental information on the volatility of the Athens stock exchange
Year of publication: |
2007
|
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Authors: | Diamandis, Panayotis F. ; Drakos, Anastassios A. ; Volis, Argyrios |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 17.2007, 4/6, p. 413-424
|
Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Index-Futures | Index futures | Heteroskedastizität | Heteroscedasticity | ARCH-Modell | ARCH model | 1993-2003 |
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