Deterministic Seasonal Volatility in a Small and Integrated Stock Market: The Case of Sweden
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- Lennart Berg, 2003. "Deterministic Seasonal Volatility in a Small and Integrated Stock Market: The Case of Sweden," Finnish Economic Papers, Finnish Economic Association, vol. 16(2), pages 61-71, Autumn.
- Berg, L., 2000. "Deterministic Seasonal Volatility in a Small and Integrated Stock Market: The Case of Sweeden," Papers 2000:9, Uppsala - Working Paper Series.
References listed on IDEAS
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More about this item
KeywordsStock market; market efficiency; GARCH modelling; deterministic seasonal volatility;
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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