Day-of-the-week and month-of-the-year effects on French Small-Cap Volatility: the role of asymmetry and long memory
| Autor: | Chikhi, Mohamed, Bendob, Ali, Siagh, Ahmed Ramzi |
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| Zdroj: | Eastern Journal of European Studies. 10(2):221-248 |
| Databáze: | Central and Eastern European Online Library (CEEOL) |
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