Day-of-the week in returns and conditional volatility: a fact or a fiction? Evidence from spot CADUSD foreign exchange rates

Description
Title: Day-of-the week in returns and conditional volatility: a fact or a fiction? Evidence from spot CADUSD foreign exchange rates
Authors: Rahman, Abdul
Saadi, Sami
Date: 2005
URL: http://hdl.handle.net/10393/18703
http://dx.doi.org/10.20381/ruor-1717
CollectionTelfer - Documents de travail // Telfer - Working Papers
Files
There are no files associated with this item.