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~isPartOf:"CESifo Working Paper"
~isPartOf:"International review of economics & finance : IREF"
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Auer, Benjamin R.
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Is there a Friday the 13th Effect in Emerging Asian Stock Markets?
Auer, Benjamin R.
;
Rottmann, Horst
-
2013
increased interest in recent research. Using a dummy-augmented
GARCH
model, we investigate whether the occurrence of this …
Persistent link: https://www.econbiz.de/10010323003
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Does the predictive power of variable moving average rules vanish over time and can we explain such tendencies?
Strobel, Marcus
;
Auer, Benjamin R.
- In:
International review of economics & finance : IREF
53
(
2018
),
pp. 168-184
Persistent link: https://www.econbiz.de/10011791732
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