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
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|---|---|
| Authors: | Balaban, Ercan ; Bayar, Aslı ; Kan, Özgür Berk |
| Published in: |
Yapı Kredı economic review : quarterly publ. of Yapı-Kredı Bank. - Istanbul, ISSN 1019-1232, ZDB-ID 851379-X. - Vol. 10.1999, 2, p. 3-29
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| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Yarı kredi economic review |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001505110