scientific article; zbMATH DE number 5524227

MaRDI QIDQ3609282zbMATH OpenFDO

Authors Yonghong Hu

Publication date 6 March 2009

zbMATH Keywords

conditional variancedummy variableleverage effectTGARCH modelweek effect

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cited in

(1)

• Nonparametric analysis of the Shenzhen stock market: the day of the week effect

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