Deterministic seasonal volatility in a small and integrated stock market : the case of Sweden
Lennart Berg
| Year of publication: |
2000
|
|---|---|
| Authors: | Berg, Lennart |
| Publisher: |
Uppsala |
| Subject: | Aktienmarkt | Stock market | Saisonale Schwankungen | Seasonal variations | Volatilität | Volatility | ARCH-Modell | ARCH model | Schweden | Sweden | Effizienzmarkthypothese | Efficient market hypothesis | 1986-1999 |
| Extent: | 18 S |
|---|---|
| Series: | Working paper / Department of Economics, Uppsala University. - Uppsala, ISSN 0284-2904, ZDB-ID 2103320-1. - Vol. 2000,9 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Classification: | G14 - Information and Market Efficiency; Event Studies |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001512197