A Test for Trading Time Hypothesis on Weekends under Time Varying Autoregression with Heteroskedasti
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More about this item
Keywords
Weekends; Asset Prices; Trading Time Hypothesis; Time Varying Autoregression;All these keywords.
JEL classification:
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
Statistics
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