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Empirical Investigation of the day-of-the-week effect on the return and conditional variance using EGARCH model : The case study of the H-shares
Author(s)
Date Issued
2009
Series/Report no.
Working paper series
Type
Working Paper
File(s)
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Name
Woo_Chan_Sept2009.pdf
Size
327.9 KB
Format
Adobe PDF
Checksum
(not present)
(MD5):986fd0ddf4decb2274c72c7448a40223
Availability at HKSYU Library

