@incollection{eprints1633,
       booktitle = {(by Greg  N. Gregoriou) The Handbook of Trading: Strategies for Navigating and Profiting from Currency, Bond, and Stock Markets },
           pages = {233--252},
       publisher = {McGraw Hill},
           title = {Smoothing Transition Autoregressive (STAR) Models for the Day of the Week Effect : An Application to S\&P 500 Stock Index},
          author = {Eleftherios Giovanis},
            year = {2010},
             url = {http://eprints.imtlucca.it/1633/}
}