Modeling volatility in emerging stock markets of India and China
Year of publication: |
2010
|
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Authors: | Joshi, Prashant |
Published in: |
Journal of quantitative economics : official journal of the Indian Econometric Society. - Dordrecht : Springer Science + Business Media, ISSN 0971-1554, ZDB-ID 1235170-2. - Vol. 8.2010, 1, p. 86-94
|
Subject: | Indien | India | China | Volatilität | Volatility | Aktienmarkt | Stock market | Schwellenländer | Emerging economies | ARCH-Modell | ARCH model |
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