eprintid: 1633
rev_number: 9
eprint_status: archive
userid: 6
dir: disk0/00/00/16/33
datestamp: 2013-07-09 13:40:34
lastmod: 2013-07-09 13:40:34
status_changed: 2013-07-09 13:40:34
type: book_section
metadata_visibility: show
creators_name: Giovanis, Eleftherios
creators_id: eleftherios.giovanis@imtlucca.it
title: Smoothing Transition Autoregressive (STAR) Models for the Day of the Week Effect : An Application to S&P 500 Stock Index
ispublished: pub
subjects: HA
subjects: HB
divisions: EIC
full_text_status: none
date: 2010
date_type: published
publisher: McGraw Hill
pagerange: 233-252
pages: 512
refereed: TRUE
isbn: 978-0-07-174353-2
book_title: (by Greg  N. Gregoriou) The Handbook of Trading: Strategies for Navigating and Profiting from Currency, Bond, and Stock Markets 
related_url_url: https://www.mcgrawhill.ca/professional/products/0071743537/
related_url_type: pub
citation:   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)