Mapping the presidential election cycle in US stock markets

DOI10.1016/j.matcom.2009.05.007zbMath1170.91509MaRDI QIDQ2271596

Michael McAleer, Wing-Keung Wong

Publication date: 7 August 2009

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.matcom.2009.05.007

zbMATH Keywords

spectral analysis; stock prices; returns; EGARCH intervention model; presidential election cycle

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62P05: Applications of statistics to actuarial sciences and financial mathematics

91B84: Economic time series analysis

91B82: Statistical methods; economic indices and measures

Related Items

Divided governments and futures prices

Uses Software

• astsa

Cites Work

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