Stock return, seasonality and asymmetric conditional volatility in steel & iron subsector
This paper presents the results obtained following the testing of five hypotheses regarding conditional return and volatility of the most listed European stocks in the steel & iron subsector. The following elements of the stocks are analysed: time variation of volatility, seasonality of return a...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Croatian Metallurgical Society
2015-01-01
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| Series: | Metalurgija |
| Subjects: | |
| Online Access: | http://hrcak.srce.hr/file/187242 |