Forecasting daily stock volatility using GARCH model : a comparison between BSE and SSE
Year of publication: |
2013
|
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Authors: | Tripathy, Sasikanta ; Rahman, Abdul |
Published in: |
The IUP journal of applied finance : IJAF. - Hyderabad : Icfai University Press, ISSN 0972-5105, ZDB-ID 2521131-6. - Vol. 19.2013, 4, p. 71-83
|
Subject: | Bombay | Prognose | Forecast | Volatilität | Volatility | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Shanghai | 1990-2013 |
Extent: | graph. Darst. |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | BSE = Bombay Stock exchange SSE = Shanghai Stock Excahange |
Source: | ECONIS - Online Catalogue of the ZBW |
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