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

Year 2016, Volume: 1 Issue: 1, 20 - 49, 01.06.2016

Eleftherios Giovanis

Keywords

Asymmetric GARCH models Asymmetry Tests Calendar Effects January Effect Month of the Year Effect Seasonality

Yılın Ayı Etkisi: Ellibeş Adet Borsada GARCH Modellerinden Bulgular

Year 2016, Volume: 1 Issue: 1, 20 - 49, 01.06.2016

Eleftherios Giovanis

Keywords

Asimetrik GARCH modelleri Asimetri testleri Takvim anomalileri etkisi Ocak etkisi Yılın ayı etkisi Mevsimsellik

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Other ID JA58HG25YP
Journal Section Articles
Authors

Eleftherios Giovanis This is me

Publication Date June 1, 2016
Published in Issue Year 2016 Volume: 1 Issue: 1

Cite

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