Pages that link to "Item:Q4789609"
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The following pages link to Spectral analysis of stock data series and evidence of day-of-the-week effects (Q4789609):
Displaying 8 items.
- Dynamics of the dow Jones and the NASDAQ stock indexes (Q623941) (← links)
- An analysis of lead-lag structures using a frequency domain approach: Empirical evidence from the Finnish and Swedish stock markets (Q1129894) (← links)
- The sample spectrum of time series with trading day variation (Q1676644) (← links)
- Nonparametric analysis of the Shenzhen stock market: the day of the week effect (Q1931043) (← links)
- Month-of-the-year effect: empirical evidence from Indian stock market (Q2686272) (← links)
- Weekday dependence of German stock market returns (Q2756667) (← links)
- ABSENCE OF 1/f SPECTRA IN DOW JONES DAILY AVERAGE (Q4348415) (← links)
- MODELLING EGX30 OF EGYPTIAN STOCK MARKET USING SPECTRAL ANALYSIS AND HARMONIC REGRESSION (Q5229454) (← links)
