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
Year of publication: |
2003
|
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Authors: | Bhattacharya, Kaushik ; Sarkar, Nityananda ; Mukhopadhyay, Debabrata |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 13.2003, 8, p. 553-563
|
Subject: | Kapitaleinkommen | Capital income | Kalendereffekt | Calendar effect | Volatilität | Volatility | ARCH-Modell | ARCH model | Indien | India |
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