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Smoothing Transition Autoregressive (STAR) Models for the Day of the Week Effect : An Application to S&P 500 Stock Index

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)

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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

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