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

Hua TIAN ;Qing Chun LU

Systems Engineering - Theory & Practice ›› 2003, Vol. 23 ›› Issue (7) : 75-79.

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中国科学院数学与系统科学研究院期刊网
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Systems Engineering - Theory & Practice ›› 2003, Vol. 23 ›› Issue (7) : 75-79. DOI: 10.12011/1000-6788(2003)7-75
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An Empirical Research on the Weekday Effect in the Stock Market of Shanghai by GARCH Models

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2003, 23(7): 75-79 https://doi.org/10.12011/1000-6788(2003)7-75

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