Department of Economics and Finance
Results 1-1 of 1
| Issue Date | Title | Author(s) | Type | |
|---|---|---|---|---|
| 1 | 2009 | 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 | Dr. WOO Kai Yin ; Chan Hing-lin | Working Paper |