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 10779735. - Vol. 13.2003, 8, p. 553-564
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