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
Kaushik Bhattacharya, Nityananda Sarkar and Debabrata Mukhopadhyay
| 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
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| Subject: | Kapitaleinkommen | Capital income | Kalendereffekt | Calendar effect | Volatilität | Volatility | ARCH-Modell | ARCH model | Indien | India |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001770808