The day-of-the-week effect and conditional volatility sensitivity of error distributional assumptions.

The day-of-the-week effect and conditional volatility sensitivity of error distributional assumptions.

书目详细资料
发表在:Review of financial economics V. 12-17, 1-4 (2003-08).
主要作者: Baker, H. Kent
格式: 文件
语言:English
主题:
Volatility.
Securities markets.
Errors.
Rates of return.
Stochastic models.
Regressiona analysis.