Work

The day-of-the-week effects on the volatility: The role of the asymmetry

Year: 2009

Type: article

Source: European Journal of Operational Research

DOI: 10.1016/j.ejor.2009.04.022

Author: Amélie Charles

Institution: Audencia Business School

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1523815718

FWCI: 2.255

Cites: 57

Cited by: 54

Related to: 10