Day of the week effect and conditional volatility: the sensitivity of error distributional assumptions
Description
| Title: | Day of the week effect and conditional volatility: the sensitivity of error distributional assumptions |
| Authors: | Rahman, Abdul Saadi, Samir |
| Date: | 2006 |
| URL: | http://hdl.handle.net/10393/19039 http://dx.doi.org/10.20381/ruor-2040 |
| Collection | Telfer - Documents de travail // Telfer - Working Papers |
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