Speed of reaction of share price indices to macroeconomic information
Sree. Vinutha. V and S. V. D. Nageswara Ra
| Year of publication: |
2013
|
|---|---|
| Authors: | Sree Vinutha V. ; Rao, S. V. D. Nageswara |
| Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 12.2013, 10, p. 1141-1153
|
| Subject: | ARMA | GARCH | Half-life | Börsenkurs | Share price | Theorie | Theory | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Ankündigungseffekt | Announcement effect |
| Extent: | graph. Darst. |
|---|---|
| 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/10010363750