Open AccessÁ GARCH Examination of Macroeconomic Effects on U.S. Stock Market: A Distinction Between the Total Market Index and the Sustainability Index
Author(s) -
Nikolaos Sariannidis,
Grigoris Giannarakis,
Nicolaos Litinas,
George Konteos
Publication year - 2010
Publication title -
european research studies
Language(s) - English
Resource type - Journals
ISSN - 1108-2976
DOI - 10.35808/ersj/262
Subject(s) - economics , autoregressive conditional heteroskedasticity , volatility (finance) , stock market , financial economics , stock market index , index (typography) , econometrics , stock exchange , monetary economics , finance , world wide web , computer science , biology , paleontology , horse