Can the noramlity of the semi variance be improved? : evidence from financial stock indexes with hourly, daily, quarterly and annual data of DJIA and SP500
Tarek Ibrahim Eldomiaty
| Year of publication: |
2007
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| Authors: | Eldomiaty, Tarek Ibrahim |
| Published in: |
Applied econometrics and international development. - Santiago de Compostela, ISSN 1578-4487, ZDB-ID 2149891X. - Vol. 7.2007, 2, p. 95-108
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| Type of publication: | Article |
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| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009879516