The day-of-the-week effect and conditional volatility: Sensitivity of error distributional assumptions
| Year of publication: |
2008
|
|---|---|
| Authors: | Baker, H. Kent ; Rahman, Abdul ; Saadi, Samir |
| Published in: |
Review of financial economics : RFE. - Amsterdam [u.a.] : Elsevier, ISSN 1058-3300, ZDB-ID 11164773. - Vol. 17.2008, 4, p. 280-296
|