The day-of-the-week effect and conditional volatility sensitivity of error distributional assumptions.
| Published in: | Review of financial economics V. 12-17, 1-4 (2003-08). |
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| Main Author: | |
| Format: | Article |
| Language: | English |
| Subjects: |
| Published in: | Review of financial economics V. 12-17, 1-4 (2003-08). |
|---|---|
| Main Author: | |
| Format: | Article |
| Language: | English |
| Subjects: |