The Weekend Effect : A Trading Robot and Fractional Integration Analysis
Year of publication: |
2015
|
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Authors: | Caporale, Guglielmo Maria |
Other Persons: | Gil-Alana, Luis A. (contributor) ; Plastun, Oleksiy (contributor) ; Makarenko, Inna (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Roboter | Robot | Kalendereffekt | Calendar effect | Börsenkurs | Share price |
Extent: | 1 Online-Ressource (22 p) |
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Series: | DIW Berlin Discussion Paper ; No. 1386 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 1, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2504062 [DOI] |
Classification: | G12 - Asset Pricing ; C63 - Computational Techniques |
Source: | ECONIS - Online Catalogue of the ZBW |
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