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
Keywords :
GARCH , Error distributional assumptions , Volatility , Day-of-the-week effect
Journal title :
Review of Financial Economics
Journal title :
Review of Financial Economics
