Modelling 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 ; Maheswaran, S. |
Published in: |
IIMB management review. - Bangalore : IIMB, ISSN 0970-3896, ZDB-ID 2413253-6. - Vol. 24.2012, 3, p. 123-136
|
Subject: | Indien | India | Volatilität | Volatility | Aktienmarkt | Stock market | Börsenkurs | Share price | ARCH-Modell | ARCH model | Schätzung | Estimation |
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