The Day of the Week and the Month of the Year Effects: Applications of Rolling Regressions in EVIEWS and MATLAB

By Eleftherios Giovanis

Seminar paper from the year 2008 in the subject Computer Science - Commercial Information Technology, grade: 90.0%, language: English, abstract: In this paper we examine the calendar anomalies in the... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3640575768
• ISBN13: 9783640575763
• Release Date: March 2010
• Publisher: Grin Verlag
• Length: 38 Pages
• Weight: 0.14 lbs.
• Dimensions: 0.1" x 5.8" x 8.3"