Weekday dependence of German stock market returns
Year of publication: |
1999
|
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Authors: | Herwartz, Helmut |
Institutions: | Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät |
Subject: | Periodic models | weekday effects | wild bootstrap | nonparametric autoregression |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 1999,47 |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models ; G14 - Information and Market Efficiency; Event Studies |
Source: |
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Weekday dependence of German stock market returns
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