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Issue Date
Title
Author(s)
2003
Stability of the day of the week effect in return and in volatility at the indian capital market : a GARCH approach with proper mean specification
Bhattacharya, Kaushik
;
Sarkar, Nityananda
;
Mukhopadhyay, Debabrata
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Author
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Bhattacharya, Kaushik
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Mukhopadhyay, Debabrata
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GARCH
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Mean specification
Date issued
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2003