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pro vyhledávání: '"individual investors. jel classification: g12"'
Publikováno v:
تحقیقات مالی, Vol 11, Iss 28 (2010)
In this article using Autoregressive (AR), Autoregressive conditional heteroskedasticity (ARCH), Generalized autoregressive conditional heteroskedasticity (GARCH) Models we assess the weekend effect and also compare the trading patterns of individual
Externí odkaz:
https://doaj.org/article/73572bdbf16946c39fc778771df203ad
