Browsing Research Articles (Financial Management) by Subject "Generalized autoregressive conditional heteroskedasticity (GARCH)"

Browsing Research Articles (Financial Management) by Subject "Generalized autoregressive conditional heteroskedasticity (GARCH)"

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  • The day-of-the-week effect : South African stock market indices 
    Du Toit, Elda; Hall, J.H. (John Henry); Pradhan, Rudra Prakash (Emerald, 2018)
    PURPOSE : The presence of a day-of-the-week effect has been investigated by many researchers over many years, using a variety of financial data and methods. However, differences in methodology between studies could have ...