Does the day-of-the-week effect on volatility improve the volatility forecasts?
Amélie Charles
| Year of publication: |
2010
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|---|---|
| Authors: | Charles, Amélie |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 17.2010, 1/3, p. 257-262
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| Subject: | Volatilität | Volatility | Kalendereffekt | Calendar effect | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | ARCH-Modell | ARCH model | Aktienmarkt | Stock market |
| 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://www.econbiz.de/10003946570