scientific article; zbMATH DE number 5524227

zbMATH Open1174.91407MaRDI QIDQ3609282FDOQ3609282

Authors: Yonghong Hu 

Publication date: 6 March 2009

Title of this publication is not available (Why is that?)

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zbMATH Keywords

leverage effectconditional variancedummy variableTGARCH modelweek effect

Mathematics Subject Classification ID

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

Cited In (1)

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

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