Tests of stability for variances and means of overnight/intraday returns during bull and bear markets

✍ Scribed by Larry J. Lockwood; Thomas H. McInish

• Book ID: 116134677
• Publisher: Elsevier Science
• Year: 1990
• Tongue: English
• Weight: 767 KB
• Volume: 14
• Category: Article
• ISSN: 0378-4266
• DOI: 10.1016/0378-4266(90)90012-q