Logo
Munich Personal RePEc Archive

Introducere în analiza anomaliilor calendaristice, Partea a doua

Stefanescu, Răzvan and Dumitriu, Ramona (2020): Introducere în analiza anomaliilor calendaristice, Partea a doua.

[img]
Preview
PDF
MPRA_paper_97961.pdf

Download (4MB) | Preview

Abstract

This paper approaches some simple methods for the calendar anomalies identification. Taking the TOY Effect as an example, we show how the t tests or the OLS regressions could be used to detect a seasonal component of the financial assets’ returns.

Atom RSS 1.0 RSS 2.0

Contact us: mpra@ub.uni-muenchen.de

This repository has been built using EPrints software.

MPRA is a RePEc service hosted by Logo of the University Library LMU Munich.