Modeling and forecasting of time-varying conditional volatility of the Indian stock market
P. Srinivasan
| Year of publication: |
2015
|
|---|---|
| Authors: | Srinivasan, Palamalai |
| Published in: |
The IUP journal of financial risk management : IJFRM. - Hyderabad : IUP Publ., ISSN 0972-916X, ZDB-ID 2615394-4. - Vol. 12.2015, 1, p. 49-64
|
| Subject: | Volatilität | Volatility | Indien | India | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| 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/10011299487