Back to normal? : a study of the behaviour of volatility in the Indian stock market
Year of publication: |
2019
|
---|---|
Authors: | Viswanathan, Lakshmi ; Maheswaran, S. |
Published in: |
IIMB management review. - Bangalore : IIMB, ISSN 0970-3896, ZDB-ID 2413253-6. - Vol. 31.2019, 1, p. 63-70
|
Subject: | Volatility of volatility | Long memory | Structural change | Mixture of distribution hypothesis | Indien | India | Volatilität | Volatility | Börsenkurs | Share price | ARCH-Modell | ARCH model |
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