Asymmetric Volatility and Risk-return Relationship in the Indian Stock Market
Year of publication: |
2007
|
---|---|
Authors: | Karmakar, Madhusudan |
Published in: |
South Asia Economic Journal. - Institute of Policy Studies of Sri Lanka. - Vol. 8.2007, 1, p. 99-116
|
Publisher: |
Institute of Policy Studies of Sri Lanka |
Subject: | Volatility clustering | Asymmetric volatility | GARCH | EGARCH | EGARCH-M |
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