keyword Autoregressive Conditional Heteroskedasticity model ‎/ (1 Article)

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days-of-week effect on tehran stock exchange returns: an empirical analysis

Writer : yahyazadeh far، mahmood ؛ abounoor، esmaeil ؛ shababi، hooman ؛

Journal:Iranian Economic Reveiw»Spring 2006, Volume 11 - Number 16 ISC (‎16 page(s) - From 149 to 164 )
Keywords:days-of-week effect Classical linear regression Autoregressive Conditional Heteroskedasticity model Tehran Stock ExchangeAutoregressive Conditional Heteroskedasticity ARCH Days March

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Journal Iranian Economic Reveiw 1

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days-of-week effectTehran Stock Exchange

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