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

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