Weekly pattern in higher moments : an empirical test in Hong Kong stock market
Year of publication: |
1997
|
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Authors: | Tang, Gordon Y. N. |
Published in: |
Journal of economics and finance. - New York, NY : Springer, ISSN 1055-0925, ZDB-ID 1163091-7. - Vol. 21.1997, 1, p. 51-59
|
Subject: | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Volatilität | Volatility | Saisonale Schwankungen | Seasonal variations | Schätzung | Estimation | Hongkong | Hong Kong | 1984-1992 |
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