Sariannidis, Nikolaos; Koskosas, Ioannis; Kartalis, Nikos D. - In: International journal of economic sciences and applied … 2 (2009) 2, pp. 95-110
One of the best known and highly regarded Socially Responsible Investing (SRI) indexes is the Dow Jones Sustainability Index World (D.J.S.I.-World). By using the model of Generalized Autoregressive Conditional Heteroskedasticity (GARCH), the relation between D.J.S.I.-World returns to 10 year...
