Optimal sampling frequency for volatility forecast models for the Indian stock markets
Year of publication: |
2009
|
---|---|
Authors: | Bhattacharyya, Malay ; Kumar M., Dileep ; Kumar, Ramesh |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 28.2009, 1, p. 38-54
|
Subject: | Erhebungstechnik | Data collection method | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Aktienmarkt | Stock market | Indien | India |
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