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, KaushikSarkar, NityanandaMukhopadhyay, Debabrata2012-02-092012-02-092003Applied financial economicshttp://hdl.handle.net/10263/3232enGARCHMean specificationStability of the day of the week effect in return and in volatility at the indian capital market : a GARCH approach with proper mean specificationArticle