Modelling the impact of global financial crisis on the Indian stock market through GARCH models
Year of publication: |
March 2016
|
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Authors: | Mathur, Shreya ; Chotia, Varun ; Rao, N. V. Muralidhar |
Published in: |
Asia-Pacific journal of management research and innovation : APJMRI. - Los Angeles [u.a.] : Sage, ISSN 2319-510X, ZDB-ID 2838029-0. - Vol. 12.2016, 1, p. 11-22
|
Subject: | Financial returns | stationarity | volatility | generalised autoregressive conditional heteroskedasticity process | ARCH-Modell | ARCH model | Volatilität | Volatility | Finanzkrise | Financial crisis | Indien | India | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Finanzmarkt | Financial market |
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