Essays about: "Mei Ting Cheung"

Found 1 essay containing the words Mei Ting Cheung.

  1. 1. Day-of-the-week eects in stock market data

    University essay from KTH/Matematisk statistik

    Author : Xun Su; Mei Ting Cheung; [2012]
    Keywords : Day-of-the-week effect; Levene s test; Brown-Forsythe test; GARCH; AR; variance test; mean test;

    Abstract : The purpose of this thesis is to investigate day-of-the-week effects for stock index returns. The investigations include analysis of means and variances as well as return-distribution properties such as skewness and tail behavior. READ MORE