Conditional Heteroskedasticity and the Weekend Effect in S&P 500 Index Futures
| Year of publication: |
1994
|
|---|---|
| Authors: | Najand, Mohammad ; Yung, Kenneth |
| Published in: |
Journal of business finance & accounting : JBFA. - Oxford : Blackwell, ISSN 0306-686X, ZDB-ID 1929628. - Vol. 21.1994, 4, p. 603-612
|