Assessment of volatility using exponential generalized autoregressive conditional heteroscedastic model in BSE stock market
Amit Kundu
| Year of publication: |
2017
|
|---|---|
| Authors: | Kundu, Amit |
| Published in: |
The Indian journal of economics. - Prayagraj (India) : Department of Economics and Commerce, ISSN 0019-5170, ZDB-ID 218230-0. - Vol. 97.2017, 387, p. 589-605
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| Subject: | ADF test | PP Test | ARCH | GARCH | TARCH | EGARCH | ARCH-Modell | ARCH model | Volatilität | Volatility | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Aktienmarkt | Stock market | Aktienindex | Stock index | Statistischer Test | Statistical test | Heteroskedastizität | Heteroscedasticity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011991586