Volatility and calendar anomaly through GARCH model : evidence from the selected G20 stock exchanges
Shraddha Mishra
| Year of publication: |
2017
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|---|---|
| Authors: | Mishra, Shraddha |
| Published in: |
International journal of business and globalisation : IJBG. - Genève [u.a.] : Inderscience Enterprises, ISSN 1753-3627, ZDB-ID 2416804-X. - Vol. 19.2017, 1, p. 126-144
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| Subject: | stock market volatility | calendar anomaly | time series analysis | G20 nations | market returns | institutional environment | global financial crisis | GARCH model | Volatilität | Volatility | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Aktienmarkt | Stock market | Kalendereffekt | Calendar effect | Finanzmarkt | Financial market | Börsenkurs | Share price | Finanzkrise | Financial crisis | G20-Staaten | G20 countries | Kapitaleinkommen | Capital income |
| 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/10011847647