Modelling the conditional heteroscedasticity and leverage effect in the BSE sectoral indices
Year of publication: |
2014
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Authors: | Bhat, Sajad Ahmad ; Nain, Md Zulquar |
Published in: |
The IUP journal of financial risk management : IJFRM. - Hyderabad : IUP Publ., ISSN 0972-916X, ZDB-ID 2615394-4. - Vol. 11.2014, 2, p. 49-61
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Subject: | Volatilität | Volatility | Theorie | Theory | Großbritannien | United Kingdom | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Tierkrankheit | Animal disease |
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