Behaviour of stock return autocorrelation in the GCC stock markets
Shah Saeed Hassan Chowdhury; M. Arifur Rahman; M. Shibley Sadique
| Year of publication: |
2015
|
|---|---|
| Authors: | Chowdhury, Shah Saeed Hassan ; Rahman, M. Arifur ; Sadique, M. Shibley |
| Published in: |
Global business review. - New Delhi [u.a.] : Sage, ISSN 0972-1509, ZDB-ID 2004354-5. - Vol. 16.2015, 5, p. 737-746
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| Subject: | Autocorrelation | Gulf Cooperation Council (GCC) markets | volatility | GARCH | feedback trading | Autokorrelation | Arabische Golf-Staaten | Gulf countries | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Volatilität | Volatility | ARCH-Modell | ARCH model | Börsenkurs | Share price |
| 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/10011409651