The day of the week effecton returns, volatility and volume of Shariah index
Dharani Munusany
| Year of publication: |
June 2016
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|---|---|
| Authors: | Munusany, Dharani |
| Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 15.2016, 6, p. 608-618
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| Subject: | Shariah Index | GARCH | Day of the Week Effect | Volatility | Volume | Volatilität | Kalendereffekt | Calendar effect | Aktienindex | Stock index | Kapitaleinkommen | Capital income | Börsenkurs | Share price | ARCH-Modell | ARCH model | Schätzung | Estimation |
| 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/10011655904