Browsing All of EconStor by Author Giovanis, Eleftherios
Showing results 1 to 1 of 1
Year of Publication | Title | Author(s) |
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2014 | The Turn-of-the-Month-Effect: Evidence from Periodic Generalized Autoregressive Conditional Heteroskedasticity (PGARCH) Model | Giovanis, Eleftherios |