Search

Showing total 1 results
Start Over Topic arch model (econometrics) Language spanish Journal revista de economia del rosario
1 results

1. Modelación del Efecto del Día de la Semana para los Índices Accionarios de Colombia mediante un Modelo STAR GARCH.

Author

Palacio, David Mauricio Rivera

Subjects
STOCK prices, STOCK price indexes, ARCH model (Econometrics), WEEKEND Effect (Finance), DATA processing in stock exchanges, EMERGING markets
Abstract

Copyright of Revista de Economía del Rosario is the property of Colegio Mayor de Nuestra Senora del Rosario and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

Published
2009