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

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dc.contributor.authorBhattacharya, Kaushik
dc.contributor.authorSarkar, Nityananda
dc.contributor.authorMukhopadhyay, Debabrata
dc.date.accessioned2012-02-09T14:51:18Z
dc.date.available2012-02-09T14:51:18Z
dc.date.issued2003
dc.identifier.citationApplied financial economicsen_US
dc.identifier.urihttp://hdl.handle.net/10263/3232
dc.language.isoenen_US
dc.subjectGARCHen_US
dc.subjectMean specificationen_US
dc.titleStability of the day of the week effect in return and in volatility at the indian capital market : a GARCH approach with proper mean specificationen_US
dc.typeArticleen_US

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