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

Please use this identifier to cite or link to this item: http://hdl.handle.net/10263/3232

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DC Field	Value	Language
dc.contributor.author	Bhattacharya, Kaushik	-
dc.contributor.author	Sarkar, Nityananda	-
dc.contributor.author	Mukhopadhyay, Debabrata	-
dc.date.accessioned	2012-02-09T14:51:18Z	-
dc.date.available	2012-02-09T14:51:18Z	-
dc.date.issued	2003	-
dc.identifier.citation	Applied financial economics	en_US
dc.identifier.uri	http://hdl.handle.net/10263/3232	-
dc.language.iso	en	en_US
dc.subject	GARCH	en_US
dc.subject	Mean specification	en_US
dc.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	en_US
dc.type	Article	en_US
Appears in Collections:	Sociology

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