Can the noramlity of the semi variance be improved? : evidence from financial stock indexes with hourly, daily, quarterly and annual data of DJIA and SP500
Year of publication: |
2007
|
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Authors: | Eldomiaty, Tarek Ibrahim |
Published in: |
Applied econometrics and international development. - Santiago de Compostela, ISSN 1578-4487, ZDB-ID 2149891-X. - Vol. 7.2007, 2, p. 95-108
|
Subject: | Aktienindex | Stock index | Börsenkurs | Share price |
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