Asymmetric volatility clustering, risk-return relationship and day of the week effects: evidence from nineteen stock market.
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| Corporate Author: | |
| Other Authors: | , |
| Format: | Book |
| Published: |
Ankara:
TCMB,
June 1999.
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| Series: | TCMB. Araştırma Genel Müdürlüğü tartışma tebliği; 9906
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| Subjects: |
| Physical Description: | 41s. |
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| Bibliography: | Bibl.: |