Asymmetric volatility clustering, risk-return relationship and day of the week effects : evidence from nineteen stock markets
Ercan Balaban; Aslı Bayar; Özgür Berk Kan
| Year of publication: |
1999
|
|---|---|
| Authors: | Balaban, Ercan ; Bayar, Aslı ; Kan, Özgür Berk |
| Publisher: |
Ankara |
| Subject: | Volatilität | Volatility | Börsenkurs | Share price | Aktienindex | Stock index | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Theorie | Theory | Industrieländer | Industrialized countries | Kalendereffekt | Calendar effect | 1993-1998 |
| Extent: | 41 S |
|---|---|
| Series: | Discussion paper. - Ankara : [Central Bank of the Republic of Turkey, Research Department], ZDB-ID 2949578-7. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 38 - 41 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001399859