On the robustness of week-day effect to error distributional assumption : international evidence

Sabri Boubaker, Naceur Essaddam, Duc Khuong Nguyen, Samir Saadi

Year of publication:	March 2017
Authors:	Boubaker, Sabri ; Essaddam, Naceur ; Nguyen, Duc Khuong ; Saadi, Samir
Published in:	Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 47.2017, p. 114-130
Subject:	Week-day effect \| Error distributional assumptions \| Wandering week-day effect \| Volatility \| GARCH \| ARCH-Modell \| ARCH model \| Volatilität \| Statistische Verteilung \| Statistical distribution \| Schätztheorie \| Estimation theory \| Börsenkurs \| Share price

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