A study to examine time-varying effectiveness of stock returns on Tehran stock exchange
Rahele SiamiNamini, Fereydoun RahnamaRoudposhti & Mohammad H. Janani
| Year of publication: |
2013
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|---|---|
| Authors: | SiamiNamini, Rahele ; RahnamaRoudposhti, Fereydoun ; Janani, Mohammad H. |
| Published in: |
International journal of financial research. - Toronto : Sciedu Press, ISSN 1923-4023, ZDB-ID 2611282-6. - Vol. 4.2013, 2, p. 154-161
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| Subject: | weekend effect | monthly effect | seasonal effect | GARCH (1,1) model | GARCH-M model | modified GARCH (1,1) model | ARCH-Modell | ARCH model | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Saisonale Schwankungen | Seasonal variations | Volatilität | Volatility | Börsenhandel | Stock exchange trading | Kalendereffekt | Calendar effect | Aktienmarkt | Stock market | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010205102