Research Outputs
Results 1-1 of 1
- previous
- 1
- next
Item hits:
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 |