Modeling Asymmetry and Persistence Under the Impact of Sudden Changes in the Volatility of the Indian Stock Market
Year of publication: |
2012
|
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Authors: | Kumar, Dilip |
Other Persons: | Maheswaran, Srinivasan (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Indien | India | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Schätzung | Estimation |
Extent: | 1 Online-Ressource (36 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 24, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.1990819 [DOI] |
Classification: | G1 - General Financial Markets ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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