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Bootstrapping Fuzzy-GARCH Regressions on the Day of the Week Effect in Stock Returns: Applications in MATLAB

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Published by giovanis

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Description

Adobe PDF document (209 Kb)

Date: May 8th 2010

Subscription: My publications

Format : Reports

Category : Sciences

Language : English

Pages: 17

Tags

bootstrapping, effect, effects, financial, found, friday, fuzzy, garch, index, monday, negative, regression, regressions, returns, stock, variables, week

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