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: | V. Chirila, C. Chirila |
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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 |
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