"Evaluation the day-of-the-week effect using long range dependence measures."

Virgilijus Sakalauskas, Dalia Kriksciuniene (2012)

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DOI: 10.1109/ISDA.2012.6416527

access: closed

type: Conference or Workshop Paper

metadata version: 2024-05-07

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Virgilijus Sakalauskas, Dalia Kriksciuniene:
Evaluation the day-of-the-week effect using long range dependence measures. ISDA 2012: 143-148

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