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dc.contributor.authorApergis, Nicholas
dc.contributor.authorEleftheriou, Sofia
dc.description.abstractThis paper investigates the volatility of the Athens Stock excess stock returns over the period 1990–1999 through the comparison of various conditional hetero-skedasticity models. The empirical results indicate that there is significant evidence for asymmetry in stock returns, which is captured by a quadratic GARCH specification model, while there is strong persistence of shocks into volatility.en
dc.subjectStock Returnsen
dc.subjectConditional Variance Return Seriesen
dc.subjectConditional Volatilityen
dc.subjectARCH modellingen
dc.titleStock returns and volatility: Evidence from the Athens Stock market indexen
dc.contributor.departmentUniversity of Ioanninaen
dc.contributor.departmentThessaloniki Stock Exchangeen
dc.identifier.journalJournal of Economics and Financeen

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