上海股市周日效应GARCH模型族的实证研究

田华;陆庆春

An Empirical Research on the Weekday Effect in the Stock Market of Shanghai by GARCH Models

Hua TIAN ;Qing Chun LU

系统工程理论与实践 . 2003, (7): 75 -79 . DOI: 10.12011/1000-6788(2003)7-75