Modelling the day-of-the-week effect in the Kuwait Stock Exchange: a nonlinear GARCH representation
| Year of publication: |
2001
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|---|---|
| Authors: | Al-Loughani, Nabeel ; Chappell, David |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 11.2001, 4, p. 353-360
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