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~isPartOf:"Applied financial economics"
~subject:"ARCH-Modell"
~subject:"Indien"
~subject:"Zeit"
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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
Bhattacharya, Kaushik
;
Sarkar, Nityananda
; …
- In:
Applied financial economics
13
(
2003
)
8
,
pp. 553-563
Persistent link: https://www.econbiz.de/10001770808
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2
Modelling the day-of-the-week effect in the Kuwait Stock Exchange : a nonlinear GARCH representation
Loughani, Nabeel E. al
;
Chappell, David
- In:
Applied financial economics
11
(
2001
)
4
,
pp. 353-359
Persistent link: https://www.econbiz.de/10001594851
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3
Day of the week effect in emerging Asian stock markets : evidence from the GARCH model
Choudhry, Taufiq
- In:
Applied financial economics
10
(
2000
)
3
,
pp. 235-242
Persistent link: https://www.econbiz.de/10001526275
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