Weekday dependence of German stock market returns

Applied Stochastic Models in Business and Industry

Volumn 16, Issue 1, 2000, Pages 47-71

  Herwartz, Helmut ^a  

^a HUMBOLDT UNIVERSITY   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

CORRELATION METHODS; ERROR ANALYSIS; MARKETING; MATHEMATICAL MODELS; REGRESSION ANALYSIS;

AUTOREGRESSION ANALYSIS; MONDAY EFFECT; STOCK MARKET;

ECONOMICS;

EID: 0033633942     PISSN: 15241904     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1526-4025(200001/03)16:1<47::AID-ASMB375>3.0.CO;2-#     Document Type: Article

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