2020•SSRN Electronic JournalOpen access

Testing the Day-of-the-Week Effect in the Indian Stock Market using the AR-GARCH Model

Mihir Dash

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Key concepts: Econometrics, Autoregressive conditional heteroskedasticity, Heteroscedasticity, Stock (firearms), Economics, Predictability, Names of the days of the week, Volatility (finance)

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Testing the Day-of-the-Week Effect in the Indian Stock Market using the AR-GARCH Model — Research Paper | ScholarLens