Modelling day-of-the-week seasonality in the S&P 500 index
| Year of publication: |
2000
|
|---|---|
| Authors: | Franses, Philip Hans ; Paap, Richard |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 10.2000, 5, p. 483-488
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