Asymmetric volatility clustering, risk-return relationship and day of the week effects: evidence from nineteen stock market.
Main Author: | Balaban, Ercan |
---|---|
Corporate Author: | Türkiye Cumhuriyeti Merkez Bankası |
Other Authors: | Bayar Aslı, Kan, Özgür Berk |
Format: | Book |
Published: |
Ankara:
TCMB,
June 1999.
|
Series: | TCMB. Araştırma Genel Müdürlüğü tartışma tebliği; 9906
|
Subjects: |
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