Deterministic Seasonal Volatility in a Small and Integrated Stock Market: The Case of Sweden
2003 (English)In: Finnish Economic Papers, no 16, 61-71 p.Article in journal (Refereed) Published
Using daily data for the Swedish stock market for the last two decades, it appears that no distinct and firm deterministic seasonal pattern for the conditional volatility for the Swedish stock market has been found. The daily turnover in the Swedish stock
Place, publisher, year, edition, pages
2003. no 16, 61-71 p.
IdentifiersURN: urn:nbn:se:uu:diva-46672OAI: oai:DiVA.org:uu-46672DiVA: diva2:74579