relation: http://eprints.imtlucca.it/1633/
title: Smoothing Transition Autoregressive (STAR) Models for the Day of the Week Effect : An Application to S&P 500 Stock Index
creator: Giovanis, Eleftherios
subject: HA Statistics
subject: HB Economic Theory
publisher: McGraw Hill
date: 2010
type: Book Section
type: PeerReviewed
identifier:   Giovanis, Eleftherios  Smoothing Transition Autoregressive (STAR) Models for the Day of the Week Effect : An Application to S&P 500 Stock Index.   In:  (by Greg N. Gregoriou) The Handbook of Trading: Strategies for Navigating and Profiting from Currency, Bond, and Stock Markets.   McGraw Hill, pp. 233-252.  ISBN 978-0-07-174353-2      (2010)