The Month-of-the-Year Effect: Evidence from GARCH models in Fifty Five Stock Markets

Volume: 1 Number: 1 June 1, 2016
  • Eleftherios Giovanis
EN TR

The Month-of-the-Year Effect: Evidence from GARCH models in Fifty Five Stock Markets

Abstract

Keywords

Details

Primary Language

Turkish

Subjects

-

Journal Section

-

Authors

Eleftherios Giovanis This is me

Publication Date

June 1, 2016

Submission Date

June 1, 2016

Acceptance Date

-

Published in Issue

Year 2016 Volume: 1 Number: 1

APA
Giovanis, E. (2016). Yılın Ayı Etkisi: Ellibeş Adet Borsada GARCH Modellerinden Bulgular. Aydın İktisat Fakültesi Dergisi, 1(1), 20-49. https://izlik.org/JA23EL73MZ