An Empirical Comparison of Two Stochastic Volatility Models using Indian Market Data
Year of publication: |
2013
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Authors: | Iyer, Srikanth K. ; Nanda, Seema ; Kumar, Swapnil |
Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 14318441. - Vol. 20.2013, 3, p. 243-259
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