SiamiNamini, Rahele; RahnamaRoudposhti, Fereydoun; … - In: International Journal of Financial Research 4 (2013) 2, pp. 154-161
(1,1), GARCH-M, and Modified GARCH(1,1) models. Analyzes the weekend effect, and also the weekend effect in the first … weekend effect within the monthly effect, the monthly effect, and seasonal effect are present in the return equations of GARCH …