The day-of-the-week effect and conditional volatility : sensitivity of error distributional assumptions
H. Kent Baker; Abdul Rahman; Samir Saadi
| Year of publication: |
2008
|
|---|---|
| Authors: | Baker, H. Kent ; Rahman, Abdul H. ; Saadi, Samir |
| Published in: |
Review of financial economics : RFE. - Medford, MA : Wiley, ISSN 1058-3300, ZDB-ID 1116477-3. - Vol. 17.2008, 4, p. 280-295
|
| Subject: | Börsenkurs | Share price | Volatilität | Volatility | Kalendereffekt | Calendar effect | Zeit | Time | ARCH-Modell | ARCH model | Statistische Verteilung | Statistical distribution | Kanada | Canada | 1977-2002 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003799666