Modeling of Stock Returns with Analysis of Seasonality and Trading Volume Effects
Volatilita výnosov pod vplyvom sezónnosti a objemu obchodu. Overovanie a predpovedanie výsledkom modelmi GARCH a EGARCH.
Salvato in:
| Autore principale: | |
|---|---|
| Natura: | Capitolo di libro |
| Lingua: | inglese |
| Soggetti: | |
| Tags: |
Nessun Tag, puoi essere il primo ad aggiungerne!!
|
Documenti analoghi: Modeling of Stock Returns with Analysis of Seasonality and Trading Volume Effects
- The Effect of Seasonal Depression on Stock Market Returns
- Modelling Seasonality
- Analysis of Stock Market Linkages Evidence from the Selected CEE Markets
- Analýza rizika a výnosnosti v životnom poistení
- Return on Equity and Return on Assets in Context of Sustainable Development
- Niektoré možnosti využitia finančnej matematiky v investičnom rozhodovaní