An analysis of spillover of return and asymmetric spillovr of volatility between NIFTY and India VIX
Year of publication: |
2018
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Authors: | Chopra, Monika |
Published in: |
South Asian journal of management : SAJM. - Hyderabad : AMDISA, ISSN 0971-5428, ZDB-ID 2446149-0. - Vol. 25.2018, 2, p. 90-116
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Subject: | Asymmetry | NIFTY | Spillover | VIX | Volatility | Volatilität | Indien | India | Spillover-Effekt | Spillover effect | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Schätzung | Estimation |
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