Modeling the Conditional Heteroscedasticity and Leverage Effect in the BSE Sectoral Indices
Year of publication: |
2015
|
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Authors: | Bhat, Sajad Ahmad |
Other Persons: | Nain, Md Zulquar (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Theorie | Theory | Großbritannien | United Kingdom | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Tierkrankheit | Animal disease |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: The IUP Journal of Financial Risk Management, Vol. XI, No. 2, June 2014, pp. 49-61 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 23, 2015 erstellt Volltext nicht verfügbar |
Source: | ECONIS - Online Catalogue of the ZBW |
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