The day-of-the-week effect and conditional volatility sensitivity of error distributional assumptions.
| Udgivet i: | Review of financial economics V. 12-17, 1-4 (2003-08). |
|---|---|
| Hovedforfatter: | |
| Format: | Article |
| Sprog: | English |
| Fag: |
| Udgivet i: | Review of financial economics V. 12-17, 1-4 (2003-08). |
|---|---|
| Hovedforfatter: | |
| Format: | Article |
| Sprog: | English |
| Fag: |