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| Author: | Negakis, C. Kambouris, D. |
| Title: | Athens stock exchange: organization, management and behavior of major stock market indices |
| Journal: | Managerial Finance
1994 : VOL. 20:5/6, p. 43-50 |
| Index terms: | STOCK EXCHANGES MANAGEMENT ORGANIZATION |
| Language: | eng |
| Abstract: | This paper explores some institutional aspects of the Athens Stock Exchange (ASE) and investigates the time-series properties of three major ASE stock indices. The results depict that future returns on these indices are difficult to predict. However, volatility in these incidies can be predictable using the GARCH models. Various models for predicting volatility patterns are presented. |
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