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Publikováno v:
International Journal of Social Sciences and Management Review. :60-69
This paper uses a Generalized AutoRegressive Conditional Heteroskedasticity (GARCH) model to estimate the effect of uncertainty surrounding U.S. congressional elections on the level and volatility of U.S. stock market returns from 2000-2008. Uncertai
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cd0d11b76f117847051cdb81eb2bc015
https://doi.org/10.37602/ijssmr.2022.5405
https://doi.org/10.37602/ijssmr.2022.5405
