A Test Statistic and Its Application in Modelling Daily Stock Returns

J Yu, Q Shao and H Yu
Authors registered in the RePEc Author Service: Jun Yu

No 192, Working Papers from Department of Economics, The University of Auckland

Abstract: A Test Statistic and Its Application in Modelling Daily Stock Returns', Quantitative Methods in Finance, Sydney, December 1998, (with Q Shao and H. Yu)

Keywords: Stock returns; Economics (search for similar items in EconPapers)
Date: 1998
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