%0 Journal Article
%T An Empirical Research on the Weekday Effect in the Stock Market of Shanghai by GARCH Models<br>上海股市周日效应GARCH模型族的实证研究
%A TIAN Hua
%A LIU Qing-chun
%A <br>田华
%A 陆庆春
%J 系统工程理论与实践
%D 2003
%I 
%X This paper analyses the behaviors of the volatility in the stock Market of Shanghai using GARCH models, and find there is the weekday effect.
%K GARCH-M models
%K stock market
%K Weekday Effect<br>GARCH模型族
%K 股票市场
%K 周日效应
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=01BA20E8BA813E1908F3698710BBFEFEE816345F465FEBA5&cid=962324E222C1AC1D&jid=1D057D9E7CAD6BEE9FA97306E08E48D3&aid=B16A2C63FE7A80B5&yid=D43C4A19B2EE3C0A&vid=EA389574707BDED3&iid=DF92D298D3FF1E6E&sid=80A07035DF96B0C4&eid=9C65ADEB5990B252&journal_id=1000-6788&journal_name=系统工程理论与实践&referenced_num=12&reference_num=10