• Title of article

    The day-of-the-week effect and conditional volatility: Sensitivity of error distributional assumptions

  • Author/Authors

    H. Kent Baker، نويسنده , , Abdul Rahman، نويسنده , , Samir Saadi، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2008
  • Pages
    16
  • From page
    280
  • To page
    295
  • Keywords
    GARCH , Error distributional assumptions , Volatility , Day-of-the-week effect
  • Journal title
    Review of Financial Economics
  • Serial Year
    2008
  • Journal title
    Review of Financial Economics
  • Record number

    231381

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=231381