Common and local asymmetry and day-of-the-week effects among EU equity markets
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DOI: 10.1080/14697680903311155
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Cited by:
- Gonzalez-Perez, Maria T. & Guerrero, David E., 2013. "Day-of-the-week effect on the VIX. A parsimonious representation," The North American Journal of Economics and Finance, Elsevier, vol. 25(C), pages 243-260.
- Pynnönen, Seppo, 2012. "Distribution of an arbitrary linear transformation of internally Studentized residuals of multivariate regression with elliptical errors," Journal of Multivariate Analysis, Elsevier, vol. 107(C), pages 40-52.
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Keywords
Day-of-the-week effect; Asymmetry; European equity markets;All these keywords.
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