%0 Book Section
%A Giovanis, Eleftherios
%B (by Greg  N. Gregoriou) The Handbook of Trading: Strategies for Navigating and Profiting from Currency, Bond, and Stock Markets 
%D 2010
%F eprints:1633
%I McGraw Hill
%P 233-252
%T Smoothing Transition Autoregressive (STAR) Models for the Day of the Week Effect : An Application to S&P 500 Stock Index
%U http://eprints.imtlucca.it/1633/