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Search: subject:"Modified GARCH"
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RahnamaRoudposhti, Fereydoun
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SiamiNamini, Rahele
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Janani, Mohammad H.
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Janani, Mohammad.H
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A Study to Examine Time-Varying Effectiveness of Stock Returns on Tehran Stock Exchange
SiamiNamini, Rahele
;
RahnamaRoudposhti, Fereydoun
; …
- In:
International Journal of Financial Research
4
(
2013
)
2
,
pp. 154-161
(1,1), GARCH-M, and
Modified
GARCH
(1,1) models. Analyzes the weekend effect, and also the weekend effect in the first …
Persistent link: https://www.econbiz.de/10011267563
Saved in:
2
Day-Of-The-Week Effects in Different Stock Markets: New Evidence on Model-Dependency in Testing Seasonalities in Stock Returns
Hau, Le Long
-
Development and Policies Research Center (Depocen)
-
2010
This paper investigates the day-of-the-week effects in the stock indexes of both developed and emerging markets as well as the MSCI world index from March 2002?May 2008 using regression models. The results show many daily effects, occurring from Monday to Friday, which are different from the...
Persistent link: https://www.econbiz.de/10008480959
Saved in:
3
A study to examine time-varying effectiveness of stock returns on Tehran stock exchange
SiamiNamini, Rahele
;
RahnamaRoudposhti, Fereydoun
; …
- In:
International journal of financial research
4
(
2013
)
2
,
pp. 154-161
Persistent link: https://www.econbiz.de/10010205102
Saved in:
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