Please use this identifier to cite or link to this item:
http://hdl.handle.net/10263/3232| Title: | 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 |
| Authors: | Bhattacharya, Kaushik Sarkar, Nityananda Mukhopadhyay, Debabrata |
| Keywords: | GARCH Mean specification |
| Issue Date: | 2003 |
| Citation: | Applied financial economics |
| URI: | http://hdl.handle.net/10263/3232 |
| Appears in Collections: | Sociology |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Binder1.pdf | 2.68 MB | Adobe PDF | View/Open |
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