The test of day of the week effect and turn-of-month effect by using a GARCH approach : evidence from Indonesia capital market
Hersugondo Hersugondo, Robiyanto Robiyanto, Sugeng Wahyudi and Irene Rini D. P.
| Year of publication: |
2016
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|---|---|
| Authors: | Hersugondo ; Robiyanto, Robiyanto ; Wahyudi, Sugeng ; Rini D. P., Irene |
| Published in: |
International journal of economic research. - New Delhi : Serials Publ., ISSN 0972-9380, ZDB-ID 2467368-7. - Vol. 13.2016, 1, p. 153-163
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| Subject: | Seasonality | Day of the Week Effect | Turn-of-Month-Effect (TOME) | Indonesien | Indonesia | Kalendereffekt | Calendar effect | Börsenkurs | Share price | Saisonale Schwankungen | Seasonal variations | 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://www.econbiz.de/10011560586