A test for trading time hypothesis on weekends under time varying autoregression with heteroskedasticity
Yun-Yeong Kim
| Year of publication: |
2013
|
|---|---|
| Authors: | Kim, Yun-yeong |
| Published in: |
The Korean economic review. - Seoul : KEA, ISSN 0254-3737, ZDB-ID 1385036-2. - Vol. 29.2013, 1, p. 97-118
|
| Subject: | Kapitalmarkttheorie | Financial economics | Öffnungszeit | Opening hours | Zeitreihenanalyse | Time series analysis | VAR-Modell | VAR model | Simulation | USA | United States | 2000-2011 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009772851