A generalized autoregressive conditional heteroscedastic approach for the assessment of weak-form-efficiency and seasonality effect : evidence from Mauritius
Sheereen Fauzel
| Alternative title: | A GARCH approach for the assessment of weak-form-efficiency and seasonality effect |
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| Year of publication: |
2016
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| Authors: | Fauzel, Sheereen |
| Published in: |
International journal of economics and financial issues : IJEFI. - Mersin : EconJournals, ISSN 2146-4138, ZDB-ID 2632572-X. - Vol. 6.2016, 2, p. 745-755
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| Subject: | Weak form Efficiency | Seasonality Effect | Generalized Autoregressive Conditional Heteroscedastic Model | Saisonale Schwankungen | Seasonal variations | ARCH-Modell | ARCH model | Mauritius | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Aktienindex | Stock index | Effizienzmarkthypothese | Efficient market hypothesis |
| Type of publication: | Article |
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| 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/10011697358