Giovanis, Eleftherios Smoothing Transition Autoregressive (STAR) Models for the Day of the Week Effect : An Application to S&P 500 Stock Index. In: (by Greg N. Gregoriou) The Handbook of Trading: Strategies for Navigating and Profiting from Currency, Bond, and Stock Markets. McGraw Hill, pp. 233-252. ISBN 978-0-07-174353-2 (2010)
Full text not available from this repository.
Related URLs
| Item Type: | Book Section |
|---|---|
| Subjects: | H Social Sciences > HA Statistics H Social Sciences > HB Economic Theory |
| Research Area: | Economics and Institutional Change |
| Depositing User: | Ms T. Iannizzi |
| Date Deposited: | 09 Jul 2013 13:40 |
| Last Modified: | 09 Jul 2013 13:40 |
| URI: | http://eprints.imtlucca.it/id/eprint/1633 |
Actions (login required)
 |
Edit Item |
