Correlation dynamics in equity markets : evidence from India
Year of publication: |
2011
|
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Authors: | Durai, S. Raja Sethu ; Bhaduri, Saumitra N. |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 25.2011, 1, p. 64-74
|
Subject: | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Korrelation | Correlation | Internationaler Finanzmarkt | International financial market | Indien | India | 1997-2006 |
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