Relationship between conditional volatility of domestic macroeconomic factors and conditional stock market volatility : some further evidence from India
Jyoti Kumari; Jitendra Mahakud
| Year of publication: |
2015
|
|---|---|
| Authors: | Kumari, Jyoti ; Mahakud, Jitendra |
| Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 22.2015, 1, p. 87-111
|
| Subject: | Autoregressive conditional heteroskedastic (ARCH) models | Conditional stock market volatility | Macroeconomic fundamentals | Vector autoregressive model (VAR) | Schätzung | Estimation | Volatilität | Volatility | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Börsenkurs | Share price | Indien | India | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Wirkungsanalyse | Impact assessment |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010511544