The effect of macroeconomic information announcement on stock market return and volatility (Q3537334)
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scientific article; zbMATH DE number 5370932
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| English | The effect of macroeconomic information announcement on stock market return and volatility |
scientific article; zbMATH DE number 5370932 |
Statements
24 November 2008
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macroeconomic information announcement
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AR (1)-EGARCH (1,1)-\(M\) model
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stock market return
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stock market volatility
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0.7366259694099426
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0.7314864993095398
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0.7153410911560059
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0.7126715779304504
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0.7096073627471924
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