Stock return, seasonality and asymmetric conditional volatility in steel & iron subsector

Metalurgija

Chirila, V.¹  Chirila, C.¹ 

[1] „Al. I. Cuza�? University of Iaşi, Faculty of Economics and Business Administration, Accounting, Economic Informatics and Statistics Department, Iasi, Romania

关键词: steel &;    iron subsector;    stock;    return;    conditional volatility;    Europe;   

DOI  :  

学科分类：金属与冶金

来源: Hrvatsko Metalursko Drustvo

【 摘 要 】

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...

【 授权许可】

Unknown