Day of the week effect and conditional volatility: the sensitivity of error distributional assumptions

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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
CollectionTelfer - Documents de travail // Telfer - Working Papers
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