Modelling the day-of-the-week effect in the Kuwait Stock Exchange: a nonlinear GARCH representation

Author: Al-Loughani Nabeel   Chappell David  

Publisher: Routledge Ltd

ISSN: 1466-4305

Source: Applied Financial Economics, Vol.11, Iss.4, 2001-08, pp. : 353-359

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract